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Re: st: Xtabond2


From   San K <[email protected]>
To   [email protected]
Subject   Re: st: Xtabond2
Date   Wed, 18 Jul 2012 15:58:30 +1000

Here is the starting point:
How to Do xtabond2: An Introduction to “Difference" and "System" GMM
in Stata1, David Roodman November 2006 (Center for Global Development)


On 7/16/12, William Buchanan <[email protected]> wrote:
> The best advice is to read the Statalist FAQ.  You've posted this same query
> several times with no luck.  Reposting the same question is unlikely to
> generate a different response.  The FAQ will give you guidance on how to
> formulate questions that are more likely to be answered.  Additionally, if
> you are using the Statalist, you should have read the FAQ first and by doing
> so would already know this.
>
> HTH,
> Billy
>
> Sent from my iPhone
>
> On Jul 16, 2012, at 2:29, Erhan Kilincarslan <[email protected]>
> wrote:
>
>> HelloI am running a model, which is :
>> Cashdiv = earnings l.cashdiv (basic model) i will be adding more variables
>> in later models. However, if I run this basic model with;
>> OLS pooled:  reg cashdiv earnings l.casdiv
>> Fixed effects: xtreg cashdiv earnings l.cashdiv, fe
>> Random effects: xtreg cashdiv earnings l.cashdiv, re
>> As I include lagged dependent variable, then it is better i run dynamic
>> regression as well, so I wonder what is the xact stata 10 command would be
>> for my basic model for Xtabond2  command ?
>> Best
>> Erhan
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