xtusreg: Software for dynamic panel regression under irregular time spacing

Yuya Sasaki and Yi Xin ()
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Yi Xin: California Institute of Technology

Stata Journal, 2022, vol. 22, issue 3, 713-724

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).

Keywords: xtusreg; dynamic panel regression; fixed effect; unequal time spacing (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1177/1536867X221124567

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