xtdhazard and cfbinout: Using internal instruments for addressing unobserved heterogeneity in the discrete-time hazard model
In this article, we introduce the new community-contributed commands xtdhazard and cfbinout. The former implements the own-differences instrumental-variables estimator proposed by Farbmacher and Tauchmann (2023, Econometric Reviews 42: 635-654) for dealing with time-invariant unobserved heterogeneity in the discrete-ti...