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XTLSDVC: Stata module to estimate bias corrected LSDV dynamic panel data models

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Author Info
Giovanni S.F. Bruno () (Istituto di Economia Politica, Università Bocconi)

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Abstract

xtlsdvc calculates bias corrected LSDV estimators for the standard autoregressive panel data model using the bias approximations in Bruno (2005a), who extends the results by Bun and Kiviet (2003), Kiviet (1999) and Kiviet (1995) to unbalanced panels.

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File URL: http://fmwww.bc.edu/repec/bocode/x/xtlsdvc.ado
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File URL: http://fmwww.bc.edu/repec/bocode/x/xtlsdvc.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/x/xtlsdvc_1.ado
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File URL: http://fmwww.bc.edu/repec/bocode/x/xtlsdvc_b.ado
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S450101.

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Programming language: Stata
Requires: Stata version 8.0
Date of creation: 22 Apr 2005
Date of revision: 08 Sep 2005
Handle: RePEc:boc:bocode:s450101

Note: This module may be installed from within Stata by typing "ssc install xtlsdvc". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords: LSDV; dynamic panel data; bias correction;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Adriana Di Liberto & Francesco Pigliaru & P. Chelucci, 2008. "International TFP Dynamics and Human Capital Stocks: a Panel Data Analysis, 1960-2003," Working Paper CRENoS 200812, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
Statistics
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This page was last updated on 2009-6-24.

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