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Re: st: Invalid Lags message - gmm, a system of two simultaneous equations
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From |
"Brian P. Poi" <[email protected]> |
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To |
[email protected] |
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Subject |
Re: st: Invalid Lags message - gmm, a system of two simultaneous equations |
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Date |
Mon, 15 Feb 2010 14:25:23 -0600 (CST) |
On Mon, 15 Feb 2010, ari.dothan wrote:
In that case, Brian, I can no longer account for fixed effects in the second
equation. is this correct?
Thank you very much
--
Right. If I understand your model correctly, you are trying to estimate a
system of two dynamic equations to panel data at once. All of the
commands in Stata that can fit dynamic panel models (-gmm-, -xtabond-,
-xtdpd-, and -xtdpdsys-) as well as the user-written -xtabond2- by David
Roodman only fit a single structural equation (perhaps as two estimating
equations, one in levels and one in differences).
-- Brian Poi
-- [email protected]
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