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RE: RE: st: e(depvar) in xtabond


From   "David M. Drukker, Stata Corp" <ddrukker@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: RE: st: e(depvar) in xtabond
Date   Fri, 07 Feb 2003 18:02:37 -0600

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.

	David
	ddrukker@stata.com

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