王几行xing:【Stata-GMM】如何快速掌握动态矩估计方法(gmm/xtabond/xtdpdsys)? factor variables not allowed 方法2:OLS 文献来源 参考Richardson(2006),Wu等(2022)使用以下投资模型来估计预期的最优投资水平: Invest:固定资产、无形资产和在建工程之和的年增长,除以总资产 Growth:分别采用两种方法度量 托宾Q 营业收...
(file bank_comins.dta not found) file bank_comins.dta saved Contains data from bank_comins.dta Observations: 10,369 Variables: 40 30 Mar 2024 18:55 --- Variable Storage Display Value name type format label Variable label ---
代码为: xtendothresdpd lggdppccstd L.lggdppccstd lginvestgdpr lginflation, thresv(debtpcgdpr) stub(enr) pivar(debtpcgdpr) dgmmiv(lggdppccstd) twostep vce(robust) 结果为: . *计量经济学服务中心 . xtendothresdpd lggdppccstd L.lggdppccstd lginvestgdpr lginflation, thresv(debtpcgdpr) stu...
Variance-decompositions: percent of variationinthe row variable explained by column variable D[30,4] s kstock invest mvalue kstock 1.000 1.000 0.000 0.000 invest 1.000 0.041 0.959 0.000 mvalue 1.000 0.077 0.279 0.644 kstock 2.000 0.903 0.094 0.003 invest 2.000 0.240 0.709 0.051 mvalue 2.000 0.0...
Variance-decompositions: percent of variation in the row variable explained by column variableD[30,4] s kstock invest mvaluekstock 1.000 1.000 0.000 0.000invest 1.000 0.041 0.959 0.000mvalue 1.000 0.077 0.279 0.644kstock 2.000 0.903 0.094 0.003invest 2.000 0.240 0.709 0.051mvalue 2.000 0.059 ...
Contains data from ofdi_affcompinfo_20250114.dta Observations: 138,626 Variables: 23 14 Jan 2025 17:10 --- Variable Storage Display Value name type format label Variable label --- Stkcd long %10.0g
(file ifs_ifloaninvestq.dta not found) file ifs_ifloaninvestq.dta saved Contains data from ifs_ifloaninvestq.dta Observations: 289 Variables: 9 11 Jun 2023 09:58 --- Variable Storage Display Value name type format label Variable label ---...
xtendothresdpd lggdppccstd L.lggdppccstd lginvestgdpr lginflation, thresv(debtpcgdpr) stub(enr) pivar(debtpcgdpr) dgmmiv(lggdppccstd) twostep vce(robust)noconstant 结果省略。 4 参考文献 Caner Mehmet and Hansen Bruce E.: 2004, "Instrumental Variable Estimation of a Threshold Model", Econom...
Variance-decompositions: percent of variationinthe row variable explained by column variable D[30,4] s kstock invest mvalue kstock 1.000 1.000 0.000 0.000 invest 1.000 0.041 0.959 0.000 mvalue 1.000 0.077 0.279 0.644 kstock 2.000 0.903 0.094 0.003 ...
(file rerr_securityinvest.dta not found) file rerr_securityinvest.dta saved Contains data from rerr_securityinvest.dta Observations: 6,997 Variables: 16 18 Aug 2023 11:30 --- Variable Storage Display Value name type format label Variable label ---...