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Use information from singletons in fixed effect estimation: xtfesing

Bruno, R; Magazzini, L; Stampini, M; (2020) Use information from singletons in fixed effect estimation: xtfesing. The Stata Journal , 20 (4) pp. 965-975. 10.1177/1536867X20976326. Green open access

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Abstract

This article describes the xtfesing command. The command implements a GMM estimator that allows exploiting singleton information in fixed effect panel data regression as in Bruno, Magazzini and Stampini (2020).

Type: Article
Title: Use information from singletons in fixed effect estimation: xtfesing
Open access status: An open access version is available from UCL Discovery
DOI: 10.1177/1536867X20976326
Publisher version: https://doi.org/10.1177/1536867X20976326
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: Panel data, fixed effects, singletons, estimation efficiency
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL SLASH
UCL > Provost and Vice Provost Offices > UCL SLASH > SSEES
URI: https://discovery.ucl.ac.uk/id/eprint/10100184
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