Dear all,

I am currently running estimations in a difference-in-differences setting along the lines of

Code:
reghdfe y i.a##i.b c d e, absorb(municipality) cluster(municipality)
The coefficient estimate I am interested in is
Code:
1.a#1.b
(DID estimator)

Since the number of cluster (municipality) is around 40, sometimes less, I would like to estimate standard errors via wild bootstrapping.

However, after going through various posts and articles, I am still having difficulties understanding how to properly to do so. Could one of you point me to the right direction?

Thank you.