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st: Re: Arellano-Bond


From   Christopher F Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Arellano-Bond
Date   Wed, 25 Sep 2002 08:33:08 -0400

On Wednesday, September 25, 2002, at 02:33 AM, statalist-digest wrote:


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.
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.

Kit

Kit Baum, Boston College Economics baum@bc.edu
http://fmwww.bc.edu/ec-v/baum.fac.html

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