Just that I am here, and I think you are the only one understanding
me. Do you maybe know the answers to these other questions?
Thank you again
1. with xtabond2 how is it possible to get the R^2?
2. Is that possible that using difference gmm, I get coefficients
estimates much higher in magnitude than applying saying an OLS?
3. Which is the difference between one step and twostep gmm? Is it
possible with xtabond2 to get the first stage estimtes??
*
* 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/