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The Stata Journal
Volume 19 Number 2: pp. 335-374



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xtspj: A command for split-panel jackknife estimation

Yutao Sun
Northeast Normal University
School of Economics
Changchun, China
and Erasmus University Rotterdam
Rotterdam, The Netherlands
[email protected]
Geert Dhaene
KU Leuven
Department of Economics
Leuven, Belgium
[email protected]
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View all articles with these keywords: xtspj, split-panel jackknife, incidental parameter problem, maximum likelihood

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