Hi everybody!
Does anybody know how to estimate in Stata long-term parameters and their standard errors in dynamic panel data, using Arellano-Bond estimator?
For short run I used "xtabond" and obtained short-run estimates of exogeneous variables (b) and estimate of lagged dependent variable (a).
I can calculate the long-term parameter estimates (by hand) using the formula b/(1-a), but I have no ideea about their respective standard errors, or if it's an easier way to do it.
Any ideea will be greatly appreciated!
Thanks,
L. Surdeanu
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