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Re: st: Estimating Dynamic Heterogenous Panels


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Estimating Dynamic Heterogenous Panels
Date   Thu, 02 Apr 2009 00:35:26 -0400

Dear Grant,
  Have you considered xtgls or xtabond with a robust or gmm estimation?
     Regards,
        Bob


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Grant Peter Kabango <g.kabango.1@research.gla.ac.uk>
Date: Wednesday, April 1, 2009 7:17 pm
Subject: st: Estimating Dynamic Heterogenous Panels
To: statalist@hsphsun2.harvard.edu


> Dear Statalist,
> 
> My model is of the following specification Yit = Yit-1 + Xit + eit , 
> and would like to find out if, apart from 'xtpmg', there exists any 
> other Stata command that would facilitate estimation of dynamic 
> heterogenous models like mine.
> 
> Thanks,
> 
> Grant 
> 
> 
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