Abstract
In this article, we describe the xtfesing command. The command implements a generalized method of moments estimator that allows exploiting singleton information in fixed-effects panel-data regression as in Bruno, Magazzini, and Stampini (2020, Economics Letters 186: Article 108519).
Lingua originale | English |
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pagine (da-a) | 965-975 |
Numero di pagine | 11 |
Rivista | THE STATA JOURNAL |
Volume | 20 |
DOI | |
Stato di pubblicazione | Pubblicato - 2020 |
Keywords
- estimation efficiency
- fixed effects
- panel data
- singletons
- st0623
- xtfesing