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st: Re: xtabond with N equal to T
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: [email protected]
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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