Hi,
I have a panel data for relatively large firms and the stylised literature
uses dynamic panel data models (i.e., Arellano-Bond or Blundell-Bond) to
examine the determinants of performance, wages etc. I can estimate such
models using the xtabond and xtabond2 commands in Stata. However, since the
data are from larger firms alone, there may be a sample selection bias
which I would like to correct. Can this be done using Stata as well?
Many thanks in advance. Can you please Cc your response to
[email protected]?
Regards,
Sumon
__________________________________
Dr. Sumon Kumar Bhaumik
School of Management and Economics
Queen's University Belfast
25 University Square
Belfast BT7 1NN
UK
Phone: +44 28 9097-3273
http://www.qub-efrg.com/staff/sbhaumik/
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