Estimation and testing of fixed-effect panel-data systems

Stata Journal

Volumn 5, Issue 2, 2005, Pages 202-207

  Blackwell III, J Lloyd ^a,b,c  

^a UNIVERSITY OF NORTH DAKOTA   (United States)

^b Department of Economics ^*  (United States)

^c Bureau of Business and Economic Research   (United States)

Author keywords

Autocorrelation; Contemporaneous correlation; Fixed effect; Heteroskedasticity; Multiple equations; Panel data; Seemingly unrelated regressions; st0084; Tests of linear combinations

Indexed keywords

EID: 33646520885     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x0500500205     Document Type: Article

References (6)

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3. Judge, G. G., R. C. Hill, W. E. Griffiths, H. Lütkepohl, and T. C. Lee. 1988. Introduction to the Theory and Practice of Econometrics. 2nd ed. New York: Wiley.
4. Wiggins, V. 2001. FAQ: How does xtgls differ from regression clustered with robust standard errors? http://www.stata.com/support/faqs/stat/xtgls_rob. html.
5. Wooldridge, J. M. 2002. Econometric Analysis of Cross Section and Panel Data. Cambridge, MA: MIT Press.
6. _. 2003. Introductory Econometrics: A Modern Approach. 2nd ed. New York: Southwestern.