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st: xtabond question

From   "Kevin Christensen" <>
To   <>
Subject   st: xtabond question
Date   Wed, 13 Apr 2005 13:11:06 -0400

I'm working with xtbond in SE 8.0 and need to estimate a regression on
defrd0 but only using a two year lag.  My data is a little weird in that
from 1997-2001 it I have observations for every year.  Prior to 1997, I only
have observations for every other year.  When using the following command:

xtabond defrd0 pi, lags(2) noconst

the one year and two year lags for defrd0 appear.  Since that limits my
estimation to data occuring from 1998-2001 I'm severely limiting my
analysis.  Does anyone know how I might write the command so that only the
two year lag term and pi show up as the independent variables?

As an aside, does anyone know of a basic level explanation of the benefits
to using xtabond2 v. xtabond?

Thanks for the help,

Kevin Christensen

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