Hi,

I would like to ask if there's any way to use xtreg to estimate time fixed effects only. I need to use xtreg specifically since I have post-estimation tests---like xtcsd and xttest3---that require an xtreg output. That means, I cannot just use reg with i.time or a package that may have a similar function.

I've tried setting up the panel in reverse, i.e. year as id and panel as time, but I have doubts with this approach. Nevertheless, if anyone can say anything (or post a link) about the validity (or otherwise) of doing it this way, I would be most grateful.