Using information from singletons in fixed-effects estimation: xtfesing

• Autores: Laura Magazzini, Randolph Luca Bruno, Marco Stampini
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 4, 2020, págs. 965-975
• Idioma: inglés
• DOI: 10.1177/1536867X20976326
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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).