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st: xtabond2
From
San K <[email protected]>
To
[email protected]
Subject
st: xtabond2
Date
Mon, 1 Nov 2010 13:47:39 +1100
Hi,
I never used Stata but trying to understand what the consultant did. I
can't get hold him anymore.
He ran a model as follows:
xtabond2 l(0/1).lconsSum l(0/2).
waitedAvgPrice MortgageToIncome restrictionsL2 RainAvg HotAvg EvaAvg numDays,
gmmstyle(lconsSum, laglimits(3 4) equation(diff))
ivstyle(L2.MortgageToIncome restrictionsL2 RainAvg L2.HotAvg L2.EvaAvg
numDays, equation(diff))
gmmstyle(lconsSum, laglimits(4 4) equation(level))
twostep ar(3) robust
Can anyone kind enough to explain the above code please?
Regards,
San
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