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Re: st: unbalanced panel with xtabond

From   Johan Hellstrom <[email protected]>
To   " ([email protected])" <[email protected]>
Subject   Re: st: unbalanced panel with xtabond
Date   Mon, 24 Jan 2011 14:19:18 +0100


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].

Johan Hellstrom
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