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Re: st: unbalanced panel with xtabond
From
Johan Hellstrom <johan.hellstrom@pol.umu.se>
To
" (statalist@hsphsun2.harvard.edu)" <statalist@hsphsun2.harvard.edu>
Subject
Re: st: unbalanced panel with xtabond
Date
Mon, 24 Jan 2011 14:19:18 +0100
Caterina,
This is discussed in The Stata Journal Volume 9 Number 1: pp. 86-136 "How to do xtabond2: An introduction to difference and system GMM in Stata" and shorlty in the help file.
You might want to use forward orthogonal deviations rather than first-difference transformation in your case [, orthogonal].
Best,
Johan Hellstrom
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