XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models
XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models
Ignace De Vos,Ilse Ruyssen,G. Everaert
2015
2 Citations
TLDR
xtbcfe is a bootstrap-corrected fixed effects (LSDV) estimator for dynamic panel data models of general order that evaluates the bias of the fixed effects estimator in a numerical way to avoid the use of analytical correction formulas.