Using information from singletons in fixed-effects estimation: xtfesing

Laura Magazzini; Randolph Luca Bruno; Marco Stampini

doi:10.1177/1536867X20976326

Using information from singletons in fixed-effects estimation: xtfesing

Laura Magazzini^*
, Randolph Luca Bruno
, Marco Stampini

^*Autore corrispondente per questo lavoro

Sant'Anna School of Advanced Studies
Inter American Development Bank

Risultato della ricerca: Contributo in rivista › Articolo › peer review

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	Inglese
pagine (da-a)	965-975
Numero di pagine	11
Rivista	THE STATA JOURNAL
Volume	20
DOI	https://doi.org/10.1177/1536867X20976326
Stato di pubblicazione	Pubblicato - 2020

Keywords

estimation efficiency
fixed effects
panel data
singletons
st0623
xtfesing

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10.1177/1536867X20976326

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KW - panel data

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Using information from singletons in fixed-effects estimation: xtfesing

Abstract

Keywords

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