System GMM with mi estimate

[Jeremy Lim]

Hi,
does anyone know which command to use to implement system GMM for a multiple imputation dataset? I understand that xtabond2 is commonly used for system GMM but could not find any documentation on its compatibly with "mi estimate:".

The regression that I am trying to replicate is Table A7, page 16 at this link: https://static-content.springer.com/...MOESM1_ESM.pdf

The multiple imputation dataset used is Solt's SWIID v5 available at: https://dataverse.harvard.edu/datase...l:1902.1/11992

thank you!

[Pinna Lorenzo]

Hi everyone, I have a similar problem with the same "SWIID" dataset. Therefore, I follow the Jeremy's requests: How to use xtabond2 under a "Multiple imputation" (mi) estimate

[Giulia Ataias]

Hello! did you manage to find a solution to your problem? I am currently trying to use xtabond2 with mi estimate. To be honest, I do get an output when inserting the commands in Stata, but I'm not sure that I'm getting what I asked since in the Stata Output get none of the usual results of the command xtabond2 [such as AR(1) AR(2) and Hausman].

Thanks!

[Jeremy Lim]

Hi Giulia, unfortunately I didn't find a solution and it's been some time now since I moved on to other alternatives.