have panel data and would like to estimate
Y[it] = a + bX[it] + cu[i] + dv[t] + e[it]
xtreg includes the fixed group effects but not the fixed time
effect. How can I include the time effect as well? Is the only way to do
so to include dummies for each year? This seems unnecessarily burdensome,
and I'm sure I'm missing something obvious. Thanks very much.