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st: RE: Anderson Hsiao Estimator
From
Rodolphe Desbordes <[email protected]>
To
"[email protected]" <[email protected]>
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: [email protected] [[email protected]] On Behalf Of Gianluca Consoli [[email protected]]
Sent: 12 March 2010 11:58
To: [email protected]
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
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