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st: time-invariant regressors in xtabond2, no level
dear all,
I'm estimating a model using the xtabon2 command with the option
"nolevel" as I'd like to adopt the Arellano and Bond estimator. Since
the latter implies a first differencing of the data should't
time-invariant regressors be dropped by STATA? In fact, this does not
happen in my case.
Thank you
Best
Maria
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