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


From   "Ivan Etzo" <ivanetzo@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Re: xtabond with N equal to T
Date   Fri, 23 Nov 2007 10:42:27 +0100 (ora solare Europa occidentale)

 Thank you all , I will focus on -xtreg- then.
 
Ivan
 
-------Original Message-------
 
Date: 11/23/07 02:08:02
Subject: Re: Re: xtabond with N equal to T
 
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>
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
> 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:
 



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