Hello statalists,

Using the PPML estimator to estimate a gravity model of the form;

ppml_panel_sg bxtrade fta EU EMU, ex(exporter) im(importer) y(year) ro,

how do I test the joint significance of the FEs (time-invariant country-pairs and time-varying country-specific FEs)?

The default out of the "ppml_panel_sg" command does not show the F-test and the corresponding p-value.

I do appreciate your help. Thanks!