xtusreg: Software for dynamic panel regression under irregular time spacing

doi:10.1177/1536867X221124567

xtusreg: Software for dynamic panel regression under irregular time spacing

2022-10-06

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DOI：10.1177/1536867X221124567

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We introduce a new command, xtusreg, that estimates parameters of fixed-effects dynamic panel regression models under unequal time spacing. After reviewing the method, we examine the finite-sample performance of the command using simulated data. We also illustrate the command with the National Longitudinal Survey Original Cohorts: Older Men, whose personal interviews took place in the unequally spaced years of 1966, 1967, 1969, 1971, 1976, 1981, and 1990. The methods underlying xtusreg are those discussed by Sasaki and Xin (2017, Journal of Econometrics 196: 320-330).

Keyword:

st0690

xtusreg

dynamic panel regression

fixed effect

unequal time spacing

xtusreg: Software for dynamic panel regression under irregular time spacing

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