-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: [email protected]
phone: 214.768.3269
fax: 214.768.1821
web: http://faculty.smu.edu/millimet
----------------------------------------------------------------
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Diego Rei
> Sent: Monday, April 26, 2004 8:29 AM
> To: [email protected]
> 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
>
> >>> [email protected] 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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>
>
> *
> * For searches and help try:
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>
*
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