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re: st: xtabond2

From   Christopher Baum <>
To   <>
Subject   re: st: xtabond2
Date   Mon, 1 Nov 2010 00:44:24 -0400

San K said

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?



Kit Baum   |   Boston College Economics & DIW Berlin   |
                              An Introduction to Stata Programming  |
   An Introduction to Modern Econometrics Using Stata  |

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