Bruno, R;
Magazzini, L;
Stampini, M;
(2020)
Use information from singletons in fixed effect estimation: xtfesing.
The Stata Journal
, 20
(4)
pp. 965-975.
10.1177/1536867X20976326.
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Abstract
This article describes the xtfesing command. The command implements a GMM estimator that allows exploiting singleton information in fixed effect panel data regression as in Bruno, Magazzini and Stampini (2020).
| Type: | Article |
|---|---|
| Title: | Use information from singletons in fixed effect estimation: xtfesing |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1177/1536867X20976326 |
| Publisher version: | https://doi.org/10.1177/1536867X20976326 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Panel data, fixed effects, singletons, estimation efficiency |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL SLASH UCL > Provost and Vice Provost Offices > UCL SLASH > SSEES |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10100184 |
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