XTBCFE: Stata module to perform bootstrap-corrected Fixed Effects estimation and inference in dynamic panel models
xtbcfe is a bootstrap-corrected fixed effects (LSDV) estimator for dynamic panel data models of general order. It estimates the specified model with the fixed effects estimator and corrects its small T bias (see Nickell, 1981) using a simplified but extended version of the approach presented in Everaert and Pozzi (2007). The algorithm evaluates the bias of the fixed effects estimator in a numerica