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st: Two way error components model in Panel regressions

From	"Indradeep Ghosh" <[email protected]>
To	[email protected]
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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