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| From | "Abdalla, Ahmed" <ahmed.abdalla@kcl.ac.uk> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | st: issues with-gmm and xtabond- |
| Date | Thu, 30 Jan 2014 16:29:19 +0000 |
Dear All I want to use Arellano Bond GMM estimation to estimate the coefficients of this system of equations and test hypotheses (across equation constraints) post estimation. x1 t= a x1t-1 + b x2 t-1 + c x3 t-1 + error1 t x2 t= e x1t-1 + f x2 t-1 + g x3 t-1 + error2 t x3 t= h x1t-1 + i x2 t-1 + j x3 t-1 + error3 t I am really struggling to use -gmm- or xtabond- to get the Arellano Bond estimators (the manual says that gmm can fit more than a model and obviouslt xtabond or xtabond2 should do the same) and test if (a+e-f+j=c+g-h) ? Any help will be much appreciated ! * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/