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Re: st: xtabond with N equal to T

From   "Ivan Etzo" <>
To   <>
Subject   Re: st: xtabond with N equal to T
Date   Tue, 27 Nov 2007 16:35:36 +0100 (ora solare Europa occidentale)

 Thank you for your suggestion Nicola, I think you meant -xtlsdvc- is that right?
-------Original Message-------
Date: 11/27/07 14:13:39
Subject: Re: st: xtabond with N equal to T
I think you may also use -xtlsdv- from ssc
At 02.33 23/11/2007 -0500, you wrote:
>Date: Thu, 22 Nov 2007 12:21:28 -0000
>From: "Steven Proud" <>
>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
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