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RE: st: Date: Sun, 26 Jun 2011 13:22:00 +0000


From   Humaira Asad <humairaasad@hotmail.com>
To   STATA HELP <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Date: Sun, 26 Jun 2011 13:22:00 +0000
Date   Sun, 26 Jun 2011 18:28:43 +0000





Thank you Anees! I have read this paper in detail. It does not say anything about Windmeijer's correction in twostep GMM.




Humaira Asad
PhD Research Scholar












----------------------------------------
> Date: Sun, 26 Jun 2011 19:10:41 +0500
> Subject: Re: st: Date: Sun, 26 Jun 2011 13:22:00 +0000
> From: anees@aneconomist.com
> To: statalist@hsphsun2.harvard.edu
>
> Check http://fmwww.bc.edu/ec-p/wp667.pdf if it might be of any help.
>
> On Sun, Jun 26, 2011 at 6:22 PM, Humaira Asad <humairaasad@hotmail.com> wrote:
> >
> >
> >
> >
> >
> > Hi,
> >
> >
> >
> > I have searched the statalist archive thoroughly and xtivreg2 help files, but still there are two important things that are not clear.
> >
> > 1. Does xtivreg2 gmm2s cluster(id) corrects for Windmeijer's correction?
> >
> > 2. How can I calcluate Arellano-Bond AR(1) and (2) after using xtivreg2, gmm2s, cluster(id)
> >
> >
> >
> >
> > Humaira Asad
> > PhD Student
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
>
> --
> Muhammad Anees
> MSc & MS in Economics
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/ 		 	   		  
*
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