经典的stata system GMM 教程
transformed one—and is known as System GMM. The program xtabond2 implements these estimators. When introduced in late 2003, it brought several novel capabilities to Stata users. Going beyond its namesake, the built-in xtabond, it implemented System ...
Suggested Citation Roodman, David, How to do Xtabond2: An Introduction to Difference and System GMM in Stata (December 2006). Center for Global Development Working Paper No. 103. Available at SSRN: http://ssrn.com/abstract=982943 or http://dx.doi.org/10.2139/ssrn.982943...
How to do Xtabond2: An Introduction to Difference and System GMM in Stata The difference and system generalized method-of-moments estimators, developed by Holtz-Eakin, Newey, and Rosen (1988, Econometrica 56: 1371鈥1395); Arellan... xtabond,GMO Moments,A Test,... 被引量: 0发表: 0年 ...
How to do xtabond2 An introduction to difference and system GMM in Stata 热度: Passive vs. Active Targeting An Update of the EPR Role in Drug Delivery to Tumors 热度: Using Information Technology to Improve Adult Immunization Delivery in an Integrated Urban Health System ...
[4]Roodman, D. (2009). How to do xtabond2: An introduction to difference and system GMM in Stata. The stata journal, 9(1), 86-136. [5]Windmeijer, F. (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of econometrics, 126(1)...
How to do xtabond2: an introduction to difference and system GMM in Stata Stata J., 9 (1) (2009), pp. 86-136 CrossrefView in ScopusGoogle Scholar Rose and Hudgins, 2006 P. Rose, S. Hudgins Bank Management and Financial Services The McGraw− Hill (2006) Google Scholar Rossi et al...
Dear Statalist users I am trying to replicate the gmm system DPD results with the xtabond2 module in Stata 8. I have managed so far to replicate the gmm difference results estimating the model using the following syntax: xtabond2 Y l.Y X1 X2 X3 year1-year11, gmm(Y, lag(2 2)) gmm...
Roodman D (2009) How to do xtabond2: an introduction to difference and system GMM in Stata. Stata J 9(1):86–136. https://doi.org/10.1177/1536867x0900900106 Article Google Scholar Shen N, Peng H (2021) Can industrial agglomeration achieve the emission-reduction effect?. Socio-Econ Pla...
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