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st: xtabond2 with low T


From   "joserra coco" <pereastroika@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtabond2 with low T
Date   Tue, 16 Aug 2005 08:10:57 -0700

Hi all,

I am trying to use xtabond2 for an unbalanced panel with low T (minimum 1 observation, maximum 5). And as a result, I am faced with a limitation that I would like to get feedback on: first, xtabond2 does not compute the Arellano Bond tests for AR(1). Is this a sserious problem?.

Another problem, I think that also derived from the low t, is that I am only able to estimate when I specify the gmm variables in levels (in the equation option) along with passthru. I would appreciate if anybody can shed some light on what this specification would look like.

Thanks so much and regards,
Joserra.

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