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st: -xtdpdsys- Arellano and Bover (1995) or Blundell and Bond (1998)


From   "Florysiak, David" <florysiak@bwl.lmu.de>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: -xtdpdsys- Arellano and Bover (1995) or Blundell and Bond (1998)
Date   Fri, 1 Jul 2011 16:13:00 +0200

Dear statalisters,

the -xtdpdsys- command implements a system estimator that is based on Arellano and Bover (1995) and Blundell and Bond (1998).

If I use the example: 

webuse abdata
xtdpdsys n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)

-xtdpdsys- produces an estimate that is somehow based on both Arellano and Bover (1995) and Blundell and Bond (1998). 

I would like to compare the Arellano and Bover (1995) estimator with the Blundell and Bond (1998) estimator. 

Is it possible to use -xtdpdsys- (or any other command) in different specifications such that one specification produces the Arellano and Bover (1995) estimate AND another specification produces the Blundell and Bond (1998) estimate?

Thanks, David.


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