Hi,
I would like to run a regression with year month fixed effects. My data consists of year and months but I am unsure how I should include this dummies.
If I want to create a dummy for just one month I would use the "gen dj1=1 if month==1" formula, which is the dummy variable for January. But, how am I suppose to do this for both year and month fixed effects?
Thanks in advance!
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