Recently, new research published in the Journal of International Economics shows that the Nickell bias affect panel local projections even when the lagged term for the dependent variable…
Local projections (LPs), following Jordà (2005), have become a standard tool for estimating impulse response functions (IRFs) in macroeconomics. Their appeal is well understood: LPs are simple to…
Today, I will show you how to use the package of Ibrahima Amadou Diallo, xtnptimevar, that estimates non-parametric varying coefficients in panel data models with fixed effects. We…
For an ongoing project for the European Commission, I have to run some panel data regressions. Not so uncommon, isn’t it? After the panel regressions and if you…
Let me show you how to use DBnomics to access a subcomponent of ND GAIN scores. I recommend you to consult my blog series on DBnomics before delving…
Sometimes, you need to extract some countries when you are using a panel. The most simple way to proceed is to use a loop after the creation of…
Let me show you how to use DBnomics to build databases at the NUTS 0, NUTS 1, NUTS 2 levels. I recommend you to consult my blog series…
What if I told you that you can build a panel dataset of 3 variables for almost 200 countries and around 60 years in less than four minutes?…
As mentioned in the last Stata News 39-1, the reshape command is now faster, much faster. For an ongoing project, I had to reshape daily data for sovereign…
In this blog, I will show you how to compute descriptive statistics by country in a panel data thanks to the Stata command putexcel in a few simple…
In this blog, I will show you that it is simple to switch back and forth between panel data and time series with the Stata command reshape. I…
Edit: It is an honor to be included on the companion website of Professor Sul: https://personal.utdallas.edu/ During this summer, I decided to explore and to understand the concept…
During this summer, I decided to explore and to understand the concept of common factors in panel data econometrics, which are a very important thing, in the exchange…
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