GMM estimation

[Hiba Chehat]

Hi, I need your help please about the dynamic panel model. My research about determinants of economic growth over the period 1990 -2019, I am using cross sectional data with N=77 and T=6.
I tried to estimate my model using GMM model by using this command:
xtabond pcgr rgdp0 school lfx frt gfc yr*, lags(1) twostep pre( inf opn rtot_opn gc rlw dmc, lags(1,4))
I want to do estimation by specifying the country name to do comparison between themes. I need output just for specific countries like Algeria, Korea, China and Nigeria. I tried " i.county " but it doesn't work with the xtabond command. Which command I have to run please.

[Jared Greathouse]

What about it doesn't work?


Use dataex to show us your data. Welcome to Statalist.

[Hiba Chehat]

I tried use dataex, unfortunately I got the error message" data width (256 chars) exceeds max linesize. Try specifying fewer variables"

[Sebastian Kripfganz]

xtabond is a panel data command. It does not do country-by-country estimations.

[Hiba Chehat]

Thank you Sebastian Kripfganz