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It is very difficult to understand what you are asking. Perhaps you can explain in more detail with an example. I attach in this post a sample of the data that I'm dealing with. So, the first few columns are company data and the highlighted columns towards the end are the country data. For each com...

Hello, I have a question. My data is a little bit complicated with a mixed of company data and country data. I already created the Dummy variable in the excel file for each of the company (the criteria is the same but since it is unbalanced panel data so the each company has 1 column for the series ...