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st: RE: Blundell-Bond GMM estimator

From   "Amess, Dr K.M." <>
To   <>
Subject   st: RE: Blundell-Bond GMM estimator
Date   Mon, 10 Nov 2003 20:45:11 -0000

Use the -xtabond- command in versions 7 or 8. Although I think this is a useful addition to Stata's capabilities, I personally prefer the GAUSS version of the programme Arellano wrote because one has greater flexibility over the instrument set used.


-----Original Message-----
From: on behalf of
Sent: Mon 11/10/2003 3:47 PM
Subject: st: Blundell-Bond GMM estimator
Dear Statalisters:

I think the same question was posted by someone else quite a while ago, but I
couldn't find the answer. I am wondering if there is anybody who has the STATA
do file to compute Blundell-Bond dynamic panel GMM estimator. If so, please let
me know. Thank you in advance for your help.

Byungdoo Sohn

Sr Economist, Development Economics Vice Presidency(DECVP)
The World Bank, 1818 H St. N.W. Washington, DC, 20433 USA
[MSN] MC4-404   [RmN] MC4-346  [Email]
[Phone] 202 473 6784 [Fax] 202 522 1158 [Mobile] 703 589 7456

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