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st: Re: Arellano-Bond
On Wednesday, September 25, 2002, at 02:33 AM, statalist-digest wrote:
This is a FAQ; at present variants of this estimator (e.g.
Arellano-Bover) are not available, either from StataCorp nor from user
contributions. The question comes up quite often on this list.
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.
Kit Baum, Boston College Economics email@example.com
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