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st: RE: xtabond2--number of instruments.
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: xtabond2--number of instruments.
Date
Tue, 28 Jun 2011 15:19:37 +0200
To your question concerning whether it is counting instruments for each year, the answer is yes. I forgot to answer this in my previous reply.
See in -xtabond2- the difference between instruments introduced with the option -iv- and instruments introduced with the option -gmm-
Eric
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Steven Archambault
Sent: 28 June 2011 00:15
To: [email protected]
Subject: st: xtabond2--number of instruments.
Hi all,
I am trying to figure out xtabond2. I don't see why this command gives me 42 instruments
xtabond2 lnyp l(1/2).lnyp yr1988-yr2009, gmm(l(1).lnyp, laglimits(1 2)) robust noleveleq
This equation gives me 56 instruments
xtabond2 lnyp l(1/2).lnyp yr1988-yr2009, gmm(l(1).lnyp, laglimits(1 3)) robust noleveleq
Is it counting instruments for each year? I don't quite get it.
By the way, there are 1752 observations, 122 panels.
I'd appreciate the info. Also, I am reading "How to do xtabond2". Its very informative, but I am still unclear.
Thanks!
-Steve
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