Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | econqian222 <maguixianstatalist@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: GMM method for Panel data |
| Date | Wed, 16 Jan 2013 02:16:03 -0800 (PST) |
Dear all
I have two instrumental variables to instrument one endogenous
variable in a panel dataset, and the pagan and hall test indicates that
there is heteroskedasticit for the two instrumental variables(IV)
estimation, then GMM method is required to obtain the efficient estimators.
So what's the command of GMM estimation for Panel dataset? I have tried
"xtivreg gmm", but it doesn't work.
Many thanks
Qian
--
View this message in context: http://statalist.1588530.n2.nabble.com/GMM-method-for-Panel-data-tp7580296.html
Sent from the Statalist mailing list archive at Nabble.com.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/