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st: How can I add time dummis(without transformation) when I use xtabond


From   "aha teddy" <ahatidy@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How can I add time dummis(without transformation) when I use xtabond
Date   Sun, 19 Jun 2005 03:29:57 +0000

Hi all,

When I use xtabond test to the dynamic model, how can I test the time effect? Because the xtbond transform the variables in the first differences, but I dont want transform the time dummy variables(leave them in level). Can anyone help me, thank you very much!

Bean

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