st: Re: Re: xtabond with N equal to T

["Rodrigo A. Alfaro" <raalfaroa@gmail.com>]

In Alvarez and Arellano (2003) you could see that WG (xtreg, fe) is 
recommended for your case.

Rodrigo.

Alvarez and Arellano (2003) "The Time Series and Cross-Section Asymptotics 
of Dynamic Panel Data Estimators", Econometrica 71, 1121-1159
----- Original Message ----- 
From: "Steven Proud" <steven_proud@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, November 22, 2007 9:21 AM
Subject: st: Re: xtabond with N equal to T



> xtabond works from the Arrellano and Bond paper "Some Specification Tests 
> for Panel Data: Monte Carlo Evidence and an Application to Employment 
> Equations" (1991), Review of Economic Studies.
>
> One of their first assumptions is that T is small and N is large.  Now, 
> your sample of N=20 and T=20 tends to go against this.
> **********************************************
> ----- Original Message ----- 
> From: Ivan Etzo
> To: statalist@hsphsun2.harvard.edu
> Sent: Thursday, November 22, 2007 11:03 AM
> Subject: st: xtabond with N equal to T
>
>
> Dear all,
>
> I'm working with a panel with N=20 and T=20, do you I should use xtabond?
>
> Thanks to everybody
>
> Ivan
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