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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 ( Windows users should not attempt to download these files with a web browser.
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