Tim R. Sass <[email protected]> wrote that -xtabond- refused to estimate a
model with only one lag of the endogenous variable and 3 observations per
panel. He is correct that you should be able to estimate this model, the
requirement of 4 observations per panel with one lag is too strict. This
will be fixed in an upcoming update. In the meantime, I will e-mail a fix
to Tim privately.
--David
[email protected]
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