st: dynamic panel data model, system-GMM

[Stefano Iezzi <iezzi@stat.unibo.it>]

At 10.47 28/04/2003 +0200, Stefano Iezzi wrote:
> Dear friends,
>
> do anyone know or have a Stata procedure for applying the System-GMM by 
> Blundell and Bond on a dynamic panel data model?
>
> Thank you all,
>
>
> Stefano Iezzi
>
>
> At 17.29 24/04/2003 -0500, Scott Merryman wrote:
>
> > ----- Original Message -----
> > From: "Rob Williams" <rwilliam@eco.utexas.edu>
> > To: <statalist@hsphsun2.harvard.edu>
> > Sent: Thursday, April 24, 2003 2:06 PM
> > Subject: st: Panel VAR
> >
> >
> > > I'd like to use Stata to do a panel vector autoregression.  The var and
> > svar
> > > commands don't seem to be capable of doing a panel VAR.  Does anyone know
> > of
> > > a user-written .ado file out there for panel VARs?
> > >
> > > Thanks for any help you can provide.
> > >
> > > -Rob Williams
> > >
> > Rob,
> >
> > There is a World Bank working paper entitled "Financial Development and
> > Dynamic Investment Behavior: Evidence From Panel Vector Autoregression" by
> > Inessa Love and Lea Zicchino    (at:
> > http://econ.worldbank.org/files/20826_wps2913.pdf ) in which Stata was used.
> > They do report that the Stata programs used are available from the authors.
> >
> >
> > Scott
> >
> >
> >
> >
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/support/faqs/res/findit.html
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/