Hi every one! what is the command of creating firm and year fixed effect?

01 February 2019 1 524 Report

My sample includes 31,800 firms from 2004-2017. I want to run firm year fixed effect regression.

If you use STATA , this is a link of Stata discussion at which one may be related your question. https://www.statalist.org/forums/forum/general-stata-discussion/general/1294096-panel-regression-xtreg-with-fe-and-time-fe

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