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What is Dynamic Panel Data Estimation Techniques about?

This document describes a new Stata routine called xtlsdvc that computes bias-corrected least squares dummy variable (LSDV) estimators and bootstrap variance-covariance matrices for dynamic panel data models with a small number of individuals and potentially unbalanced panels. The routine is based on theoretical work that derives approximations for the small-sample bias of LSDV estimators in unbalanced panels. A Monte Carlo analysis evaluates the performance of bias-corrected LSDV estimators compared to sta

Author

Grosu Claudia

Language

EN