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RE: st: How to estimate a non-dynamic unbalanced panel regressionusing GMM?


From   [email protected]
To   [email protected]
Subject   RE: st: How to estimate a non-dynamic unbalanced panel regressionusing GMM?
Date   Wed, 19 May 2004 17:10:17 +0200

Thanks a lot Andrea, that was really helpful!

-----Message d'origine-----
De : [email protected]
[mailto:[email protected]]De la part de sistoand80
Envoy� : mercredi, 19. mai 2004 11:28
� : statalist
Objet : Re:st: How to estimate a non-dynamic unbalanced panel regression
using GMM?


Dear Signe,
I know (and I've already used) that for stata 7 and 8 exhist an extension of
ivreg command called ivreg2 that allows for GMM and, in its more recent
version for Stata 8, also other types of estimators for dynamic panel, such
as Limeted Information maximum likeliohood. Ivreg2 is an extension of ivreg,
so it's useful also for that panel that are not dynamic but that are
affected from enogeneity problems.

Best Regards,
Andrea Sisto



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