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The Stata Journal
Volume 25 Number 1: pp. 136-150

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xtpb: The pooled Bewley estimator of long-run relationships in dynamic heterogeneous panels

Priyanka Asnani
Federal Reserve Bank of Dallas
Dallas, TX
[email protected]
 Alexander Chudik
Federal Reserve Bank of Dallas
Dallas, TX
[email protected]
Braden Strackman
Federal Reserve Bank of Dallas
Dallas, TX
[email protected]
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View all articles by these authors: Priyanka Asnani, Alexander Chudik, Braden Strackman

View all articles with these keywords: xtpb, pooled Bewley (PB) estimator, pooled mean group (PMG) estimator, heterogeneous dynamic panels, I(1) regressors, autoregressive-dis-trib-ut-ed lag model, cross-sectional dependence, bias-correction, bootstrapping

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