The distributions of the common and idiosyncratic components for an individual variable are important in forecasting and applications. However, they are not identified with low-dimensional observation
This deposit contains three do files which were constructed as part of the project “Intergenerational income mobility: Gender, Partnerships and Poverty in the UK”, UKRI grant number ES/P007899/1. The
The second round of the IDB/Cornell Coronavirus Survey is a follow-up to the first round of the IDB/Cornell Coronavirus Survey, which collected information related to the impacts of the Covid-19 pande
In this article, we present a new command, xtspj, that corrects for incidental parameter bias in panel-data models with fixed effects. The correc- tion removes the first-order bias term of the maximum
