Hola Juan,
Tengo problemas para abrir el fichero, no lo entiendo porque lo abri
esta manyana, podrias enviarmelo otra vez please?
Antonio
---- Mensaje Original ----
> Hello,
>
> I have no out-of-the-box solution for your specific problem, but a
> general solution to handle comibnations of model parameters (and std
> errors thereof) is to use -nlcom- (or -predictnl-). It might help
here.
>
> Philippe
>
>
> >>>
>
> 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!
>
> Thanks,
> L. Surdeanu
> *
>
>
> <<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>>
> Dr. Philippe Van Kerm
> IRISS - Integrated Research Infrastructure in
> the Socio-Economic Sciences
> CEPS/INSTEAD
> BP48, L-4501 Differdange, Luxembourg
> >> http://www.ceps.lu/iriss <<
> >> http://econpapers.repec.org/RAS/pva19.htm <<
> <<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>><<<>>>
>
>
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