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Re: st: xtabond: Arellano & Bond 1991


From   "Gindo Tampubolon" <gindo.tampubolon@man.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtabond: Arellano & Bond 1991
Date   Wed, 3 Jul 2002 10:30:32 GMT1BST

David,
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

Cheers,

gindo.tampubolon@man.ac.uk
MIMAS
University of Manchester
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