Or xtabond2, which gives you a lot of control over how you handle the time
dimension.
--Mark
Quoting Andrea Molinari <[email protected]>:
> Pedro,
> try "ivreg2" with the "gmm" option
> Andrea
>
> ----- Original Message -----
> From: "Pedro Juan Garc�a Teruel" <[email protected]>
> To: "Statalist" <[email protected]>
> Sent: Friday, July 23, 2004 10:24 AM
> Subject: st: panel data and gmm
>
>
> > Dear Statalisters,
> >
> > How can I estimate a panel data regression with gmm estimator?
> >
> > Thanks in advance.
> >
> >
> > *
> > * 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/
> >
>
>
> *
> * 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/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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