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Re: st: xtabond with N equal to T


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtabond with N equal to T
Date   Mon, 26 Nov 2007 12:14:48 +0100

I think you may also use -xtlsdv- from ssc

Nicola
At 02.33 23/11/2007 -0500, you wrote:
>Date: Thu, 22 Nov 2007 12:21:28 -0000
>From: "Steven Proud" <steven_proud@hotmail.com>
>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 

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