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st: Re: xtabond with N equal to T


From   "Steven Proud" <steven_proud@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: xtabond with N equal to T
Date   Thu, 22 Nov 2007 12:21:28 -0000

xtabond works from the Arrellano and Bond paper "Some Specification Tests for Panel Data: Monte Carlo Evidence and an Application to Employment Equations" (1991), Review of Economic Studies.

One of their first assumptions is that T is small and N is large. Now, your sample of N=20 and T=20 tends to go against this.
**********************************************
----- Original Message ----- From: Ivan Etzo
To: statalist@hsphsun2.harvard.edu
Sent: Thursday, November 22, 2007 11:03 AM
Subject: st: xtabond with N equal to T


Dear all,

I'm working with a panel with N=20 and T=20, do you I should use xtabond?

Thanks to everybody

Ivan
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