st: dynamic panel, depent variable first difference

["Nina Karstens" <nilyka@gmx.net>]

Hallo!

I've got to estimate the following dynamic panel:

(log y_t) - (log Y_t-1) = beta X + Y_0 + a_i + e

My problem is to explain stata that my lagged variable contains just one
value and that it is only indirectly a lag of the dependent variable. Until
now I even did not find out which of statas estimators is the appropriate
one. According to literature, Arellona Bond might work, but a non-linear gmm
gives better results. Is stata able to do the last?

I appreciate every little help!
Nina Karstens

-- 
Nina Karstens
Pr�ne 1
24103 Kiel

0431-6686506
0173-6247367 

-- 
Nina Karstens
Pr�ne 1
24103 Kiel

0431-6686506
0173-6247367 
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