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st: Rule of thumb for optimum T size for dynamic panel data estimator


From   Yigrem Benti <yigremb@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Rule of thumb for optimum T size for dynamic panel data estimator
Date   Sat, 22 Sep 2007 11:03:51 -0700 (PDT)

Hello

I am working on panel data analysis.I know that
dynamic panel data estimator is mostly inconsistent
for small T.Is there any rule of thumb that
substantiate how small is T below which the captioned
estimator is inconsitent. Second, should i unergo
normality test in panel data? If yes how can I undergo
normality test in stata and how can I also transform a
variable distribution pattern (like we did log
transformation in OLS)in panel data.Thanks


       
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