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

Giovanni Bruno ()

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: 2005-04-22, Revised 2005-09-08
Note: This module should be installed from within Stata by typing "ssc install xtlsdvc". 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.
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Citations: View citations in EconPapers (3)

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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