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xtusreg: Software for dynamic panel regression under irregular time spacing

Sasaki, Yuya and Xin, Yi (2022) xtusreg: Software for dynamic panel regression under irregular time spacing. The Stata Journal: Promoting communications on statistics and Stata, 22 (3). pp. 713-724. ISSN 1536-867X. doi:10.1177/1536867x221124567.

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We introduce a new command, xtusreg, that estimates parameters of fixed-effects dynamic panel regression models under unequal time spacing. After reviewing the method, we examine the finite-sample performance of the command using simulated data. We also illustrate the command with the National Longitudinal Survey Original Cohorts: Older Men, whose personal interviews took place in the unequally spaced years of 1966, 1967, 1969, 1971, 1976, 1981, and 1990. The methods underlying xtusreg are those discussed by Sasaki and Xin (2017, Journal of Econometrics 196: 320–330).

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ID Code:117457
Deposited By: Research Services Depository
Deposited On:21 Oct 2022 00:49
Last Modified:21 Oct 2022 00:49

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