Published September 2022
| public
Journal Article
xtusreg: Software for dynamic panel regression under irregular time spacing
- Creators
- Sasaki, Yuya
- Xin, Yi
Abstract
We introduce a new command, xtusreg, that estimates parameters of fixed-effects dynamic panel regression models under unequal time spacing. After reviewing the method, we examine the finite-sample performance of the command using simulated data. We also illustrate the command with the National Longitudinal Survey Original Cohorts: Older Men, whose personal interviews took place in the unequally spaced years of 1966, 1967, 1969, 1971, 1976, 1981, and 1990. The methods underlying xtusreg are those discussed by Sasaki and Xin (2017, Journal of Econometrics 196: 320–330).
Additional details
- Eprint ID
- 117457
- Resolver ID
- CaltechAUTHORS:20221017-12147700.18
- Created
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2022-10-21Created from EPrint's datestamp field
- Updated
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2022-10-21Created from EPrint's last_modified field