Dear all,
I have a model like this:
y_it = y_(it-1)a_1 + ... + y_(it-p)a_p + x_(it)b_1 + x_(it-1)b_2+ w_(it)b_2 +
v_i + e_(it) i={1,...,33}; t={1,...,23_i},
I know that xtabond command could be used in case of :
y_it = y_(it-1)a_1 + ... + y_(it-p)a_p + x_(it)b_1 + w_(it)b_2 + v_i + e_(it)
i={1,...,N}; t={1,...,T_i},
Should I use xtabond command even in my case? Otherwise what command could be
helpful to estimate the parameters?
Thanks
Edlira
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