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st: Interpreting Arellano and Bond's coefficients in terms of growth?


From   agostino@unical.it
To   statalist@hsphsun2.harvard.edu
Subject   st: Interpreting Arellano and Bond's coefficients in terms of growth?
Date   Mon, 17 Dec 2007 15:30:05 +0100

Dear all,
I am estimating a dynamic panel model by the Arellano and Bond estimator (using xtabond2).I consider one lagged dependent variable.
Since my dependent variable is in log form (lnY) may I interpret the coefficient of my regressors (X) as "effects" in terms of growth? (e.g. a one
unit change in RHS variable X1 is estimated to produce a .03 unit change in lnY, may I say that it corresponds to a three percent increase of Y over the prior year)?
Thank you very much for your help
Maria



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