Hello everyone,

I'm running an analysis with TSCS data and test statistics reveal the presence of autocorrelation and heteroskedasticity. I therefore opt for a Prais-Winsten transformation and calculate panel-corrected standard errors.

I use the command
-xptcse DV IV, correlation(ar1)-

I would now like to add country fixed effects to control for unobserved, time-invariant, country-specific factors but I haven't figured out how to do so. Any hints?

I hope my question makes sense as I'm relatively new to quantitative methods. Thank you very much in advance!