Browsing Handelshøyskolen BI by Subject "Xtivdfreg"
Now showing items 1-1 of 1
-
Instrumental-variable estimation of large-T panel-data models with common factors
(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 ...