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st: Arellano and Bover estimator in Stata?


From   "Neumayer,E" <E.Neumayer@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Arellano and Bover estimator in Stata?
Date   Mon, 19 Aug 2002 20:13:32 +0100

Am I right in assuming that xtabond only does estimation along the lines of Arellano and Bond (1991), Rev. of Economic Studies, but not Arellano and Bover (1995), J. of Econometrics? If so, does there exist a routine in Stata for the Arellano and Bover (1995) estimator? Thanks, Eric Neumayer
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