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 is the \"strict\" version dataset burning in 1993 and it's used as a robustness check for the paper \"How New Ideas Diffuse in Science.\" Detailed dataset generation process could refer to the on
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
