kono--
I'm sure David Roodman will reply, with actual expertise to offer, but
I will offer an untested hypothesis: Your -tsset- shows gaps--is it
possible that the lagged values don't exist (i.e. the last year of
data is not in the data, only a value from four years before)? In
that case, create a new time variable, e.g.
. gen tetrad=periodstart/4
. tsset ccode tetrad
or somesuch.
On 8/28/06, kono hisaki <[email protected]> wrote:
I have tried to estimate Blundell-Bond estimator by xtabond2,
. tsset ccode periodstart
panel variable: ccode, 10 to 226
time variable: periodstart, 1970 to 1990, but with gaps
Thanks for anticipation.
Hisaki
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