[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: xtabond: Arellano & Bond 1991
thanks a lot for a very clear exposition!
And yes, this is what I mean by the long-run effect.
>obtain their standard errors. However, the long-run effect of a covariate
is usually defined to be the sum of the current and lagged coefficients
divided by 1 minus the sum of the lagged coefficients on the dependent
variable. In this case, one can use -testnl- for inference on the size the
University of Manchester
* For searches and help try: