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  • Arellano Bond Estimator

    Can I use Arellano Bond estimator to deal with endogeneity when the number of cross section observations are same as time series observations, i.e. n=t or n=t-1?

  • #2
    You'll increase your chances of a very helpful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.
    In general, you probably can do this. If you're doing Arellano-Bond, look at Roodman's paper on it. Also, you might check out xtdpdml (user-written).

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