Use the -xtabond- command in versions 7 or 8. Although I think this is a useful addition to Stata's capabilities, I personally prefer the GAUSS version of the programme Arellano wrote because one has greater flexibility over the instrument set used.
Kevin
-----Original Message-----
From: [email protected] on behalf of [email protected]
Sent: Mon 11/10/2003 3:47 PM
To: [email protected]
Subject: st: Blundell-Bond GMM estimator
Dear Statalisters:
I think the same question was posted by someone else quite a while ago, but I
couldn't find the answer. I am wondering if there is anybody who has the STATA
do file to compute Blundell-Bond dynamic panel GMM estimator. If so, please let
me know. Thank you in advance for your help.
_______________________________________________________
Byungdoo Sohn
Sr Economist, Development Economics Vice Presidency(DECVP)
The World Bank, 1818 H St. N.W. Washington, DC, 20433 USA
[MSN] MC4-404 [RmN] MC4-346 [Email] [email protected]
[Phone] 202 473 6784 [Fax] 202 522 1158 [Mobile] 703 589 7456
________________________________________________________
*
* 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/
<<winmail.dat>>
