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RE: st: Dynamic Panel Data
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Dynamic Panel Data
Date
Sun, 6 Mar 2011 22:23:32 +0100
I forgot to add the following: if the variance covariance matrix of the estimators is not correctly estimated, how can one judge the significance of the the coefficients on the LDV?
Eric de Souza
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Clive Nicholas
Sent: 06 March 2011 21:44
To: [email protected]
Subject: Re: st: Dynamic Panel Data
What if, however, the coefficient on the LDV is insignificant? Could not the problem then be ignored? In any case, could one not get round the problem entirely by using -xtpcse- with the -c(psar1)- option?
--
Clive Nicholas
[Please DO NOT mail me personally here, but at <[email protected]>. Please respond to contributions I make in a list thread here. Thanks!]
Judson KA and Owen AL (1999) "Estimating Dynamic Panel Data Models: A Guide for Macroeconomists", Economics Letters (65): 9-15.
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