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st: Re: xtabond changes in Stata 9


From   "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: xtabond changes in Stata 9
Date   Mon, 13 Nov 2006 21:09:47 -0500

I think that the details are in the manual... but it seems to me that the 
new version is taking the gaps/missing more carefully. In other words, 
fixing the degree of freedom. Rodrigo.

----- Original Message ----- 
From: "Allin Cottrell" <cottrell@wfu.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, November 13, 2006 10:17 AM
Subject: st: xtabond changes in Stata 9


On the page http://www.stata.com/help.cgi?whatsnew
item #48 says: "xtabond produced consistent but inefficient
estimates when there were gaps in the time series. This has been
fixed."

Can anyone tell me anything about the details of this?  That is,
how exactly v9 is extracting more efficient estimates?  Thanks.

-- 
Allin Cottrell
Department of Economics
Wake Forest University, NC
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