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XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models

Author

Listed:
  • Sebastian Kripfganz

    (University of Exeter Business School)

  • Jörg Breitung

    (University of Cologne)

Programming Language

Stata

Abstract

xtdpdbc implements a bias-corrected method-of-moments estimator for linear dynamic panel data models with fixed or random effects. Higher-order autoregressive models and unbalanced panel data sets are supported. Postestimation commands are available to test for serial correlation and the validity of overidentifying restrictions.

Suggested Citation

  • Sebastian Kripfganz & Jörg Breitung, 2022. "XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models," Statistical Software Components S459078, Boston College Department of Economics, revised 31 Aug 2022.
    • Handle: RePEc:boc:bocode:s459078
    Note: This module should be installed from within Stata by typing "ssc install xtdpdbc". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtdpdbc.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtdpdbc.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtdpdbc_p.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtdpdbc_estat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtdpdbc_postestimation.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lxtdpdbc.mlib
    File Function: Mata object library
    Download Restriction: no
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