Hello all,

I'm having some trouble at replicating this paper Peterson 2009 and have simulation.do file : http://www.kellogg.northwestern.edu/...g_Instructions
How can I report standard errors based on time Fixed Effects- cluster on only Time and and double clustered standard errors.?
The author posted a stripped down version of the simulation program. This program simulates a data set with a firm effect. I try to simulated a data set with a time fixed effect.

Thank you in advance!