We introduce a new command, xtusreg, that estimates parameters of fixed-effects dynamic panel regression models under unequal time spacing. After reviewing the method, we examine the finite-sample per
Generalized least-squares panel regression models of the influence on CO2 per capita in LDCs. All variables are in natural logarithmic form. All models include year dummy variables (not shown) to cont
Portfolio performance measures using holdings data are panel regressions. The returns of a funds stocks are regressed on its lagged portfolio weights. Stock fixed effects isolate average performance f
