Replication package for article

Kripfganz, S., and V. Sarafidis (2025). Estimating spatial dynamic panel data models with unobserved common factors in Stata. Journal of Statistical Software 113 (6).
https://doi.org/10.18637/jss.v113.i06

The Stata replication file for the tables and estimation output in the article is v113i06.do. This file loads the Stata data set v113i06.dta and the spatial weights matrix saved in W.csv.

The replication file checks whether the required Stata packages xtivdfreg, reghdfe, and ftools are installed. The xtivdfreg package can be installed from the supplementary files provided with the article or from the first author's website. The reghdfe and ftools package need to be installed from the Boston College Statistical Software Components (SSC) archive; this can be done on the fly by running the replication file.


Authors:
Sebastian Kripfganz, University of Exeter, www.kripfganz.de
Vasilis Sarafidis, Brunel University London, sites.google.com/view/vsarafidis
