Dear Stata users,

For my analysis, I need to use time fixed effects on my panel data (Country-Year), since most of the variation of my variables is between rather than within.

I am aware on how to use country specific fixed effects, "xtreg -fe", and that it is similar to using the command regress with i.Country in the end.

Based on this reasoning at the moment, I am conducting my analysis using the command reg -i.Year, but I observed that I do not get similar results when I run my regressions using xtreg and -be in the end.

Could someone clarify to me how I am wrong in my reasoning, and if I am what is the correct way to conduct my analysis using time fixed effects with the xtreg command.

My main issue is that I would like to examine the possibility of autocorrelation of the errors across countries with time fixed effects and I have not found an appropriate way to do so without using the "xtreg" command.

I appologize beforehand if my question is confusing or incorrect, please let me know if there is any need for clarification.

Kind Regards,

Georgios