In this article, we describe the xtfesing command. The command implements a generalized method of moments estimator that allows exploiting singleton information in fixed-effects panel-data regression as in Bruno, Magazzini, and Stampini (2020, Economics Letters 186: Article 108519).
Magazzini, L., Bruno, R. L., Stampini, M., Using information from singletons in fixed-effects estimation: xtfesing, <<THE STATA JOURNAL>>, 2020; 20 (4): 965-975. [doi:10.1177/1536867X20976326] [https://hdl.handle.net/10807/226675]
Using information from singletons in fixed-effects estimation: xtfesing
Bruno, Randolph LucaSecondo
Membro del Collaboration Group
;
2020
Abstract
In this article, we describe the xtfesing command. The command implements a generalized method of moments estimator that allows exploiting singleton information in fixed-effects panel-data regression as in Bruno, Magazzini, and Stampini (2020, Economics Letters 186: Article 108519).
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