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xtusreg: Software for dynamic panel regression under irregular time spacing

Author

Listed:
  • Yuya Sasaki

    (Vanderbilt University)

  • Yi Xin

    (California Institute of Technology)

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 Longitu- dinal 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).

Suggested Citation

  • Yuya Sasaki & Yi Xin, 2022. "xtusreg: Software for dynamic panel regression under irregular time spacing," Stata Journal, StataCorp LP, vol. 22(3), pages 713-724, September.
    • Handle: RePEc:tsj:stataj:y:22:y:2022:i:3:p:713-724
    DOI: 10.1177/1536867X221124567
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj22-3/st0653/
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