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st: -xtdpdsys- Arellano and Bover (1995) or Blundell and Bond (1998)
From
"Florysiak, David" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: -xtdpdsys- Arellano and Bover (1995) or Blundell and Bond (1998)
Date
Fri, 1 Jul 2011 16:13:00 +0200
Dear statalisters,
the -xtdpdsys- command implements a system estimator that is based on Arellano and Bover (1995) and Blundell and Bond (1998).
If I use the example:
webuse abdata
xtdpdsys n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)
-xtdpdsys- produces an estimate that is somehow based on both Arellano and Bover (1995) and Blundell and Bond (1998).
I would like to compare the Arellano and Bover (1995) estimator with the Blundell and Bond (1998) estimator.
Is it possible to use -xtdpdsys- (or any other command) in different specifications such that one specification produces the Arellano and Bover (1995) estimate AND another specification produces the Blundell and Bond (1998) estimate?
Thanks, David.
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