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st: Two way error components model in Panel regressions


From   "Indradeep Ghosh" <indradeepg@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Two way error components model in Panel regressions
Date   Thu, 18 Nov 2004 16:55:06 +0000

Hi all
I would like to run panel regressions with both individual and time fixed effects. It appears that the XTREG, FE command supports only individual fixed effects, and XTTEST0 tests only for individual fixed effects. What about time fixed effects? Do I have to resort to dummies, or is there some other command I am missing? Thanks.
Deep


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