Dear Statalisters:
Could you please help me out in setting the following panel regression in STATA?
The regression model is
Y_ijt = alpha_ij + beta_j * X_ijt + e_ijt
where i : country j : industry t : time.
That is, alpha_ij is country-industry specific fixed effect and the
coefficient b_j is allowed to vary across industries.
Many thanks in advance.
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