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From | Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: Anderson Hsiao Estimator |
Date | Fri, 12 Mar 2010 18:34:36 +0000 |
Dear Gianluca, Have a look at David Roodman's paper http://www.stata-journal.com/article.html?article=st0159, where the estimators for dynamic panel data models are very well exposed. Best regards, Rodolphe ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Gianluca Consoli [ggc23@cam.ac.uk] Sent: 12 March 2010 11:58 To: statalist@hsphsun2.harvard.edu Subject: st: Anderson Hsiao Estimator Hi I'm trying to correct for Nickell bias in my panel regression and need to estimate a dynamic panel. I have tried to estimate this using xtladvc however am not sure this is the correct syntax to implement an Anderson-Hsiao type regression. My sample size is T=16, n=7 therefore should be well suited to this type of model. Any help on the required syntax to obtain efficient results would be appreciated Thanks Gianluca * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/