estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

for estimating large panel data models with unobserved common factors or interactive effects, as developed by Norkute et … popular ivregress Stata command. Notably, xtivdfreg also permits estimation of the two-way error components panel data model …

pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear … statistician. The description of the functionality is based on replicating the results on a publicly available panel data set …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. …

Linear panel models and the "event-study plots" that often accompany them are popular tools for learning about policy …

I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …