I would like to estimate a random effects model and a 2 way fixed effects model (including time as well as country dummies) as a robustness check. In my main model I used xtpcse and cor(ar1) since I would like to report the panel corrected standard errors and preform the prais-winsten transformation. I do not know how to do both a random effects model and use pcse with cor(ar1), or how to do pcse with cor(ar1) with a 2 way fixed effects model. Would anyone be able to provide me with the appropriate code?
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