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st: RE: The extended GMM


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: The extended GMM
Date   Tue, 24 Sep 2002 10:13:25 +0100

Satu Nurmi

> Do you know whether there already exists an updated version
> of xtabond which would also implement the extended GMM (system GMM)?
>

-xtabond- is an official Stata command.
The latest version was released on 11 June 2002,
when a number of improvements were made.

. findit xtabond

suggests that there are no user-written variants.

Nick
n.j.cox@durham.ac.uk

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