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st: xtregar and time dummies
I have a panel of 40 cases and 45 time periods. I am using xtreg with fixed and time effects, using xi-dummies for the years. Now I want to check if xtregar gives similar results.
Should I include the year dummies in xtregar, just as I did in xtreg, or xtregar automatically accounts for time effects? What difference does it make to include year dummies in xtregar, or not?
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