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. https://resolver.caltech.edu/CaltechAUTHORS:20221017-12147700.18
Full text is not posted in this repository. Consult Related URLs below.
Use this Persistent URL to link to this item: https://resolver.caltech.edu/CaltechAUTHORS:20221017-12147700.18
Abstract
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).
| Item Type: | Article | ||||||
|---|---|---|---|---|---|---|---|
| Related URLs: |
| ||||||
| Issue or Number: | 3 | ||||||
| DOI: | 10.1177/1536867x221124567 | ||||||
| Record Number: | CaltechAUTHORS:20221017-12147700.18 | ||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20221017-12147700.18 | ||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | ||||||
| ID Code: | 117457 | ||||||
| Collection: | CaltechAUTHORS | ||||||
| Deposited By: | Research Services Depository | ||||||
| Deposited On: | 21 Oct 2022 00:49 | ||||||
| Last Modified: | 21 Oct 2022 00:49 |
Repository Staff Only: item control page
