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
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
Abstract of associated article: The long-run relation and short-run dynamics between output and consumption of energy (electricity) are examined in panels of countries with different growth rates. Sev
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
