Dear Statalist,

I am working on bilateral remittances data over the period 2011-2017 for a set of developing economies, using a fixed-effect model with time dummy make several variables insignificant.

xtset pairid year

xtreg lcost2 lmig_st exc_stab exc_stab_hos lll_hos lll rural_pop i.year, fe vce(robust)

Do we may also take the interaction of host and home countries with time dummy variables, for example, i.year#i.host

KIndly guide me.

Best regards,
Junaid