Hello;

I have a paneldataset of the S&P 500 from 2002 to 2019 and need to implement industry and year fixed effects.

However i get this problem if i implement the xtset command

my regression command is xtreg firm_beta esg_single (certain control variables), fe

with xtset company_key year however this if for firm fixed effects

Array
could you help me out?

Thanks, Patrick!