| dc.contributor.author | Kripfganz, S | |
| dc.date.accessioned | 2017-01-10T09:28:29Z | |
| dc.date.issued | 2016-12-01 | |
| dc.description.abstract | In this article, I describe the xtdpdqml command for the quasi– maximum likelihood estimation of linear dynamic panel-data models when the time horizon is short and the number of cross-sectional units is large. Based on the theoretical groundwork by Bhargava and Sargan (1983, Econometrica 51: 1635–1659) and Hsiao, Pesaran, and Tahmiscioglu (2002, Journal of Econometrics 109: 107–150), the marginal distribution of the initial observations is modeled as a function of the observed variables to circumvent a short-T dynamic panel-data bias. Both random-effects and fixed-effects versions are available. Copyright 2016 by StataCorp LP. | en_GB |
| dc.identifier.citation | Vol. 16 (4), pp. 1013 - 1038 | en_GB |
| dc.identifier.doi | 10.1177/1536867X1601600411 | |
| dc.identifier.uri | http://hdl.handle.net/10871/25134 | |
| dc.language.iso | en | en_GB |
| dc.publisher | SAGE Publucations | en_GB |
| dc.subject | xtdpdqml | en_GB |
| dc.subject | dynamic panel data | en_GB |
| dc.subject | random effects | en_GB |
| dc.subject | fixed effects | en_GB |
| dc.subject | short-T bias | en_GB |
| dc.subject | quasi–maximum likelihood estimation | en_GB |
| dc.subject | initial observations | en_GB |
| dc.subject | unbalanced panel data | en_GB |
| dc.title | Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models | en_GB |
| dc.type | Article | en_GB |
| dc.identifier.issn | 1536-867X | |
| dc.description | This is the author accepted manuscript. The final version is available from SAGE Publications via the DOI in this record | |
| dc.identifier.journal | Stata Journal | en_GB |
| rioxxterms.version | AM | |
| refterms.dateFCD | 2017-01-10T09:28:29Z | |
| refterms.versionFCD | AM | |
| refterms.dateFOA | 2020-05-07T07:29:53Z | |
