XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models

Sebastian Kripfganz and Jörg Breitung ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtdpdbc implements a bias-corrected method-of-moments estimator for linear dynamic panel data models with fixed or random effects. Higher-order autoregressive models and unbalanced panel data sets are supported. Postestimation commands are available to test for serial correlation and the validity of overidentifying restrictions.

Language: Stata
Requires: Stata version 12.1
Keywords: DPD; bias correction; panel data; serial correlation (search for similar items in EconPapers)
Date: 2022-05-10, Revised 2022-08-31
Note: This module should be installed from within Stata by typing "ssc install xtdpdbc". 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/xtdpdbc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtdpdbc.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtdpdbc_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtdpdbc_estat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtdpdbc_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lxtdpdbc.mlib Mata object library (application/x-stata)

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