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st: Year effects on panel data

From   Andrew Kallem <[email protected]>
To   [email protected]
Subject   st: Year effects on panel data
Date   Mon, 28 Apr 2003 00:36:24 -0400

have panel data and would like to estimate
Y[it] = a + bX[it] + cu[i] + dv[t] + e[it]
xtreg includes the fixed group effects but not the fixed time effect. How can I include the time effect as well? Is the only way to do so to include dummies for each year? This seems unnecessarily burdensome, and I'm sure I'm missing something obvious. Thanks very much.

- Andrew Kallem

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