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RE: RE: st: e(depvar) in xtabond
Patrick Joly <Joly.Patrick@ic.gc.ca> wrote
> As an aside, it is not possible to recover the individual-specific
> effect (v_i) after xtabond, right? Just to be sure.
Since the Arellano-Bond estimator is based on N, the number of panels,
going to infinity, with a fixed T, the number of observations per panel, I
cannot name a consistent estimator of these effects.
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