Browsing BI Open by Author "Kripfganz, Sebastian"
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Instrumental-variable estimation of large-T panel-data models with common factors
Kripfganz, Sebastian; Sarafidis, Vasilis (Journal article; Peer reviewed, 2021)In this article, we introduce the xtivdfreg command, which implements a general instrumental-variables (IV) approach for fitting panel-data models with many time-series observations, T, and unobserved common factors or ...