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st: xtabond2


From   Mich�le Sennhauser <[email protected]>
To   <[email protected]>
Subject   st: xtabond2
Date   Sun, 15 Jan 2006 15:38:29 +0100

Hi everybody!

I am a beginner in econometrics and so I really appreciate your help!

I estimated a dynamic panel data model with xtabond2 to obtain the results
in level equations and not in differences as xtabond does. But: How does
xtabond2 remove the unobserved individual effect? xtabond removes it by
taking first difference and so it quites, but how does xtabond2 do this?

and in general: What is exactly the difference between system GMM and 2SLS?

I thank you a lot for your answer!

Best,
Mich�le

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