Hello,
I have no out-of-the-box solution for your specific problem, but a
general solution to handle comibnations of model parameters (and std
errors thereof) is to use -nlcom- (or -predictnl-). It might help here.
Philippe
>>>
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
*
<<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>>
Dr. Philippe Van Kerm
IRISS - Integrated Research Infrastructure in
the Socio-Economic Sciences
CEPS/INSTEAD
BP48, L-4501 Differdange, Luxembourg
>> http://www.ceps.lu/iriss <<
>> http://econpapers.repec.org/RAS/pva19.htm <<
<<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>>
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