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The Stata Journal
Volume 21 Number 3: pp. 659-686

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Instrumental-variable estimation of large-T panel-data models with common factors

Sebastian Kripfganz
University of Exeter
Exeter, UK
[email protected]
 Vasilis Sarafidis
BI Norwegian Business School
Oslo, Norway
and
Monash University
Melbourne, Australia
[email protected]
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View all articles with these keywords: xtivdfreg, xtivdfreg postestimation, large-T panels, two-stage instrumental-variable estimation, common factors, interactive effects, defactoring, cross-sectional dependence, two-way error-components panel-data model, heterogeneous slope coefficients

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