Hello, I have a panel of 50 countries over 25 years and I would like to perform a regression with panel corrected standard errors (Beck & Katz 1995). However, I would like to control for country/year fixed effects in running this regression. I know you cannot implement this directly into the xtpcse command, but perhaps someone has some suggestion on a routine I could use to compute this.

would this work:

Code:
xtpcse y x i.t i.c
where i.t are time fixed effects and i.c are country fixed effects? is there a cleaner way to do this?

thanks a lot for your help