Resumen de Using information from singletons in fixed-effects estimation: xtfesing

Laura Magazzini, Randolph Luca Bruno, Marco Stampini

• 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).