Re: st: dynamic panel, depent variable first difference

[<irodriguez@utdt.edu>]

I`m estimating the same model for convergence across countries
i think the better is xtabond2 (diff or sys)
good luck
Ines

> 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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