In the process of providing a very nice answer about already differenced
variables, David Roodman <[email protected]> said that
> there appeared to be a bug in xtabond that occurs when the
> time series for an individual is interrupted in the middle.
This bug was fixed in Stata 9.1.
-xtabond- and -xtabond2- produce the same point estimates on datasets with
interrupted time series.
David
[email protected]
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