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
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
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
