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st: Can stata conduct Panel Data GMM estimation?


From   "Lee Chuntao" <chtl@econ.hku.hk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Can stata conduct Panel Data GMM estimation?
Date   Mon, 4 Nov 2002 23:07:31 +0800

Dear All,

     I don't know if stata can conduct a GMM estimation with Panel data. Has
anyone who have written such a program?

thanks in advance

Lee Chuntao



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