Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Re: xtabond with N equal to T


From   "Rodrigo A. Alfaro" <raalfaroa@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Re: xtabond with N equal to T
Date   Thu, 22 Nov 2007 22:07:53 -0300

In Alvarez and Arellano (2003) you could see that WG (xtreg, fe) is recommended for your case.

Rodrigo.

Alvarez and Arellano (2003) "The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators", Econometrica 71, 1121-1159
----- Original Message ----- From: "Steven Proud" <steven_proud@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, November 22, 2007 9:21 AM
Subject: 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: 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
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index