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

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 8.0
Keywords: LSDV; dynamic panel data; bias correction (search for similar items in EconPapers)
Date: Written 2005-04-22
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.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtlsdvc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtlsdvc.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtlsdvc_1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtlsdvc_b.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtlsdvc_p.ado program code (text/plain)

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