How can I compute t-statistics for the coefficients of the pooled panel regression model below such that I account for group-wise clustering by time?
$$ Y_{it} = \alpha + \beta x_{it} + \epsilon_{it} $$
I've read through several textbooks, but haven't found a simple explanation.
If anybody could also advise on how to fit this model using Python or R, I'd be very grateful.
Thanks for any help!
