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

Author

Listed:
  • Giovanni S.F. Bruno

    () (Istituto di Economia Politica, Università Bocconi)

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.

Suggested Citation

  • Giovanni S.F. Bruno, 2005. "XTLSDVC: Stata module to estimate bias corrected LSDV dynamic panel data models," Statistical Software Components S450101, Boston College Department of Economics, revised 08 Sep 2005.
  • Handle: RePEc:boc:bocode:s450101
    Note: This module should be installed from within Stata by typing "ssc install xtlsdvc". Windows users should not attempt to download these files with a web browser.
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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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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtlsdvc_p.ado
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    More about this item

    Keywords

    LSDV; dynamic panel data; bias correction;

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