XTSS: Stata module to estimate (S,s) rule regression models for panel data

David Vincent ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtss estimates the parameters of a linear latent variable model, where the observed outcome remains unchanged from the previous period, if the difference relative to the current value of the latent variable is within stochastic (S,s) thresholds. The upper-S and lower-s thresholds are normally distributed and truncated at zero and can depend on time-varying covariates. This estimator is based on Fougere et al (2010) and Dhyne et al (2011) who study price rigidity.

Language: Stata
Requires: Stata version 13.1
Keywords: S; s models; price rigidity; price stickiness; latent variables (search for similar items in EconPapers)
Date: 2019-10-03
Note: This module should be installed from within Stata by typing "ssc install xtss". 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/xtss.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtss.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/stickyprices.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/s/ss_regressions.pdf documentation (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458692

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