i am currently analyzing the stock indices of different countries with regard to the Covid-19 cases in each country etc. Thus, I have panel data.
My analysis is based on a paper already published. Here the authors provided a table in which they gave us numbers for an intercept and the variable "covid" which captures the increase in Covid-19 cases. The aspect which is confusing me a little bit is, that they used a panel regression with day and country fixed effects. As far as I know, such a model can be estimated with the "within" function in R. But I do not receive an intercept.
Can someone help me? I really need to more or less replicate the style in the paper. Is there anything I have missed?
Thank you so much in advance!