Using information from singletons in fixed-effects estimation: xtfesing

In this article, we describe the xtfesing command. The command implements a generalized method of moments estimator that allows exploiting singleton information in fixed-effects panel-data regression as in Bruno, Magazzini, and Stampini (2020, Economics Letters 186: Article 108519).

本文介绍xtfesing命令。该命令实现了广义矩估计（generalized method of moments estimator），可利用固定效应面板数据回归中的单例信息，正如Bruno、Magazzini与Stampini（2020，《经济学通讯》186期：第108519篇文章）所述。