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Bootstrap-based bias correction and inference for dynamic panels with fixed effects

Vos, Ignace de; Everaert, Gerdie; Ruyssen, Ilse - 2015

Persistent link: https://www.econbiz.de/10010515325

A method for evaluating the rank condition for CCE estimators

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Bias-corrected common correlated effects pooled estimation in dynamic panels

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A method to evaluate the rank condition for CCE estimators

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GLS estimation of local projections : trading robustness for efficiency

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BOOTSTRAP-BASED BIAS CORRECTION AND INFERENCE FOR DYNAMIC PANELS WITH FIXED EFFECTS

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 fixed effects (FE) estimator in dynamic panels proposed by Everaert and Pozzi (Journal of Economic Dynamics and Control, 2007). We first simplify the core of their algorithm...

Persistent link: https://www.econbiz.de/10011268870