Hi everyone,
I've got a dataset which varies across time, across country and across products (trade data). I can't seem to find anywhere the command I need (equivalent of xtset I assume) to tell stata that this is a 3 way panel - does such a command exist?
After this, I want to run a triple difference regression, but again cannot find any information about the command I should use to do so.
Any help would be much appreciated.
Best wishes,
Catherine
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