Patrick Joly <[email protected]> wrote
> As an aside, it is not possible to recover the individual-specific
> effect (v_i) after xtabond, right? Just to be sure.
Since the Arellano-Bond estimator is based on N, the number of panels,
going to infinity, with a fixed T, the number of observations per panel, I
cannot name a consistent estimator of these effects.
David
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
