Arellano–Bond dynamic panel-data estimation

[Emmanuel Owusu Oppong]

Hello people, I have a panel data of 9 firms for a period of 11 years with no missing data. In 2017, a new policy was introduced which affects all nine firms. I want to assess the policy on the nine firms so I have 7 explanatory variables including a dummy for when the policy was introduced. I heard of GMM and I want to know

1. if GMM is a good model for this.
2. Is GMM the same as Arellano–Bond dynamic panel-data estimation in Stata? A search in state gave me another GMM that has the command; gmm
3. Any econometrics books on models that experienced researchers can recommend?
   Thank you

[William Lisowski]

You have accidentally posted your topic in Statalist's Mata Forum, which is used for discussions of Stata's Mata language, which is different than Stata's command language. Your question will see a more appropriate and much larger audience if you post it in Statalist's General Forum.

[Emmanuel Owusu Oppong]

Thank you, William. I will correct it