Dynamic Panel Models with Orthogonal Reparameterization of Fixed
Effects
Description
Implements the orthogonal reparameterization
approach recommended by Lancaster (2002) to estimate dynamic panel
models with fixed effects (and optionally: panel specific
intercepts). The approach uses a likelihood-based estimator and
produces estimates that are asymptotically unbiased as N goes to
infinity, with a T as low as 2.