Dear forum,
I have a urgent question. I am writing my thesis about cross-border M&A. Hence, I use panel data . The literature often says, that they are using time and country fixed effects. The literature also states, that they cluster standard errors by time and country. How do I set up this in STATA correctly.
For the time being, I always used reg Y x i.timeFE, where timeFE is a dummy variable representing each year. However, since many regression results are in contrast to economic literature and logic, I am thinking that my STATA code is misleading.
Thank you in advance.
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