David Roodman. Excuse me, Sir, a quick question. How can I use cmp command to run a two-way fixed model drawing from panel data? Is the command below correct? Does it account for the panel structure of the data? Please note that Y1 appears two times, once as dependent and once as an independent variable.

Code:
cmp (Y1 = X1 X2 X3 X4 i.shock_dummy i.year i.country) ///
    (Y2 = Y1 X1 X2 X3 X5 i.shock_dummy i.year i.country), ///
    ind($cmp_cont $cmp_cont)