list of fancy regressions:
http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/se_programming.htm

2 fixed effects:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1329573 
http://www.stata.com/meeting/dcconf09/dc09_guimaraes.pdf
http://staff.bath.ac.uk/ecsjgs/Research/Papers%20to%20Read/Martyn%20Andrews/leed2.pdf
http://www.stata-journal.com/sjpdf.html?articlenum=st0112

a2reg standard errors
http://www.stata.com/statalist/archive/2010-06/msg00139.html

review of fixed effects
http://myweb.fsu.edu/tsass/Papers/Review%20of%20Stata%20Routines%20for%20Fixed%20Effects%20Estimation.pdf