Hello, I am learning about GMM, and I have used xtdpdsys for system GMM, however, I want to use xtabond2 instead, and no matter what I have tried,d I am getting different results. Can you help me write this command with xtabond2
xtdpdsys l_DGHE_PPP l_GDP_PPP LE ODA_GNI OOP_THE PHYS POP65 FEM TAX Urb, ///
endogenous(l_GDP_PPP) ///
lags(1) ///
maxldep(2) ///
maxlags(2) ///
twostep ///
vce(robust) ///
artests(2)
estat abond
xtdpdsys l_DGHE_PPP l_GDP_PPP LE ODA_GNI OOP_THE PHYS POP65 FEM TAX Urb, ///
endogenous(l_GDP_PPP) ///
lags(1) ///
maxldep(2) ///
maxlags(2) ///
twostep ///
vce(robust) ///
artests(2)
estat abond