Vos, Ignace De; Everaert, Gerdie; Ruyssen, Ilse - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2015
This article describes a new Stata routine, xtbcfe, that performs the iterative bootstrap-based bias correction for the … further bias reduction for very small T. The Monte Carlo results also support the bootstrap-based bias correction in higher …