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Thank you professor Lazarro. So xtivreg works with large T and addresses endogeneity. Then my question would be about which are usually the best instruments...
 6 posts

Thank you for your answer Sebastian. So, if I use xtivreg what are the best instruments, if there is some tip for them I mean, is it better to use lags,...
 6 posts
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Dynamic panel approach for large T
Hello everybody,
I have data for a small number of countries (12) and a large number of observations for each of them (500).Therefore I am...
 6 posts

Thank you very much for your answer,
Of course what I am trying to take into account is, on one hand, that my outcome variable shows a linear...
 4 posts
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Time dummies and time trend simultaneously
Hello everyone,
I would like to ask if it makes any sense to include time dummies and a time trend in the same specification model ....
 4 posts

Good morning Mr Santos Silva and Mr Wolldridge,
I am sorry for bothering both of you again but I have another question related with this...
 16 posts
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Thank you very much for your answer, it was very helpful
I have another question that maybe someone can answer me. Is there a way to choose...
 16 posts
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Thank you very much for your answer Mr Wooldridge,
I have another question. When you use the Mundlak device with the code you have told...
 16 posts
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Thank you for your answer Mr Wooldridge,
I have read the document you attached. It is possible to apply any of these techniques (Mundalk...
 16 posts
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Thank you very much for your answer again.
I have understood more or less everything to go on with my paper. Maybe I will ask you again some...
 16 posts
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Thank you very much again for your helpful answer,
What I have understood is that the difference between regular quantile regression and...
 16 posts
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Thank you for your answer,
So can you explain what it means that the standard errors are clustered by a group variable? What is the difference...
 16 posts
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Quantile regression with clustered errors
Good evening,
I would like to ask a question about quantile regression with clustered standard errors. I have read the paper from Parente...
 16 posts

In this context the odd behavior refers to a different pattern in the evolution of the average maturity of debt that is my dependent variable. Therefore...
 10 posts
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drop variables or use dummies?
Good morning,
I have been running an analysis of the determints of the maturity structure for a bunch of firms using quantile regression....
 10 posts
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