Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Non linear dynamic panels with gmm


From   Felix Modrego <fmodrego@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Non linear dynamic panels with gmm
Date   Fri, 16 Mar 2012 17:33:51 -0400

Dear friends,

I am trying to estimate a non linear dynamic panel model with the gmm
command. I would like to know whether there are codes available for
computing the Arellano Bond test for autocorrelation, the Windmeijer
finite sample correction and other related useful tools already
available in built-in commands for linear dynamic panel estimation
such as xtabond, xtdpd and xtdpdsys.

Thanks in andvance and look forward for your reply

Felix Modrego
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index