XTSCC: Stata module to calculate robust standard errors for panels with cross-sectional dependence

Daniel Hoechle ()
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Daniel Hoechle: University of Basel

Statistical Software Components from Boston College Department of Economics

Abstract: xtscc produces Driscoll and Kraay (Rev. Ec. Stat. 1998) standard errors for coefficients estimated by pooled OLS/WLS or fixed-effects (within) regression.

Language: Stata
Requires: Stata version 9.2
Keywords: robust standard errors; panel; cross-sectional dependence; fixed effects; pooled OLS (search for similar items in EconPapers)
Date: 2006-11-10, Revised 2018-04-03
Note: This module should be installed from within Stata by typing "ssc install xtscc". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/x/xtscc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtscc_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtscc.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtscc_postestimation.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtscc_paper.pdf documentation (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s456787

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