Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: long-term parameters in dynamic panel data

From   "L. Surdeanu" <[email protected]>
To   [email protected]
Subject   st: long-term parameters in dynamic panel data
Date   Wed, 06 Jul 2005 11:33:12 +0000

Hi everybody!

Does anybody know how to estimate in Stata long-term parameters and their standard errors in dynamic panel data, using Arellano-Bond estimator?
For short run I used "xtabond" and obtained short-run estimates of exogeneous variables (b)  and estimate of lagged dependent variable (a).
I can calculate the long-term parameter estimates (by hand) using the formula b/(1-a), but I have no ideea about their respective standard errors, or if it's an easier way to do it.
Any ideea will be greatly appreciated!

L. Surdeanu
*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index