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Re: st: xtabond2


From   San K <[email protected]>
To   [email protected]
Subject   Re: st: xtabond2
Date   Mon, 8 Nov 2010 23:33:19 +1100

Thanks for the Link Kit. It is going to take me a while to read
through and understand that paper.

Thanks,
San


On Mon, Nov 1, 2010 at 3:44 PM, Christopher Baum <[email protected]> wrote:
> <>
> San K said
>
> I never used Stata but trying to understand what the consultant did. I
> can't get hold him anymore.
>
>
> He ran a model as follows:
>
> xtabond2 l(0/1).lconsSum l(0/2).
> waitedAvgPrice MortgageToIncome restrictionsL2 RainAvg HotAvg EvaAvg numDays,
> gmmstyle(lconsSum, laglimits(3 4) equation(diff))
> ivstyle(L2.MortgageToIncome restrictionsL2 RainAvg L2.HotAvg L2.EvaAvg
> numDays, equation(diff))
> gmmstyle(lconsSum, laglimits(4 4) equation(level))
> twostep ar(3) robust
>
> Can anyone kind enough to explain the above code please?
>
>
> See
>
> http://ideas.repec.org/p/cgd/wpaper/103.html
>
> Kit
>
>
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
>                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
>   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html
>
>
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