XTBESTCCE: Stata module to compute Bootstrap-Enhanced Common Correlated Effects for panel data with distinct correlated factors

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: xtbestcce implements the toolbox of Stauskas & De Vos (2024), which extends the Common Correlated Effects (CCE) framework of xtdcce2 (Ditzen, 2024) to settings where the dependent variable and the regressors are driven by distinct but correlated sets of unobserved factors.

Language: Stata
Requires: Stata version 15.1
Keywords: bootstrap; cross-section dependence; common correlated effects (search for similar items in EconPapers)
Date: 2026-05-12
Note: This module should be installed from within Stata by typing "ssc install xtbestcce". 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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http://fmwww.bc.edu/repec/bocode/x/xtbestcce.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtbestcce.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtbestcce_plot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/e/example_xtbestcce.do sample do-file (text/plain)

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