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st: RE: GMM and panel data


From   "Millimet, Daniel" <millimet@mail.smu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: GMM and panel data
Date   Mon, 26 Apr 2004 09:04:43 -0500

-see ivreg2.  you can always mean/first-diff the data first for a FE
model, or include dummies, etc. to accommodate the panel aspects.

dann

----------------------------------------------------------------
Daniel L. Millimet, Assistant Professor
Department of Economics
Box 0496
SMU
Dallas, TX 75275-0496
e-mail: millimet@mail.smu.edu
phone: 214.768.3269
fax: 214.768.1821
web: http://faculty.smu.edu/millimet
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> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Diego Rei
> Sent: Monday, April 26, 2004 8:29 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: GMM and panel data
> 
> 
> Hello to all,
> I just wanted to ask you if there is a way to perform static 
> gmm estimation with panel data in Stata. I know about the 
> commands for the dynamic estimation, but I cant find anything 
> for the static models. Thanks a lot, HGD. Diego
> 
> >>> david.airey@vanderbilt.edu 04/26 3:21  >>>
> It's not necessary to have the blessing or advice of Stata 
> Corp. or the 
> authors or GLLAMM for someone to generate a benchmark .ado, and a 
> posting site. Better, but not necessary.
> 
> -Dave
> 
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