The Keane and Runkle Estimator for Panel Data Models with Serial Correlation and Instruments that are not Strictly Exogenous
In this article, we introduce the new command xtkr, which implements the Keane and Runkle (1992a, Journal of Business and Economic Statistics 10: 1–9) approach for fitting linear panel-data models when the available instruments are predetermined but not strictly exogenous. This is a common case that...
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| פורמט: | Journal article |
| יצא לאור: |
StataCorp
2016
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