Development Research, World Bank
Email: [email protected] or branko_mi@yahoo.
tel: 202-473-6968
World Bank, Room MC 3-581
1818 H Street NW
Washington D.C. 20433
For "Worlds Apart" see
http://www.pupress.princeton.edu/titles/7946.html
Website:
http://econ.worldbank.org/projects/inequality
For papers see also:
http://econpapers.hhs.se/
http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=149002
"Robert William
Scott"
<r.scott.3@research To
.gla.ac.uk> [email protected]
Sent by: cc
owner-statalist@hsp
hsun2.harvard.edu Subject
st: Xtabond2 / System GMM Query
05/19/2006 10:27 AM
Please respond to
statalist@hsphsun2.
harvard.edu
Dear Statalisters,
Having exhausted all available online sources of help, I appeal for the
assistance of Stata users familiar with xtabond2.
When estimating a system GMM for dynamic panel data using xtabond2, it is
unclear/ambiguous whether the parameters of the country dummies/country-specific
fixed effects should be estimated.
Whilst country dummies are removed in the difference regression, they are
included in the level regression.
It is unclear whether their coefficients are calculated (automatically) by Stata
in xtabond2, and if so, how may this data be extracted.
Can anybody offer any assistance?
Looking forward to any response!
Yours faithfully,
Robert
****************************
Robert Scott, B.A., M.Phil
Ph.D. Student
Department of Economics
Adam Smith Building
University of Glasgow
GLASGOW G12 8RT
SCOTLAND
****************************
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