Hi everyone,
I need help from you all to verify the command below:
FYI, I am doing the two-step GMM for dynamic capital structure model.
The independent and dependent variables are based on owned lagged (t-2 and deeper) and first differencing (t-1 and deeper).
Pls help.
Thanks& Regards,
Chua
I need help from you all to verify the command below:
Code:
. xtdpd bvstd1 l.bvstd1 size tang prof ndts mtb y08-y17 oilgas basicmaterials industrial consumergoods healthcare consumerservices > telecommunication utilities financials technology, twostep dgmmiv(bvstd1, lagrange (2 .)) lgmmiv(bvstd1, lag(2)) div(L2.size L2.t > ang L2.prof L2.ndts L2.mtb y08-y17, nodifference) liv(LD.size LD.tang LD.prof LD.ndts LD.mtb y08-y17) artests (2)
The independent and dependent variables are based on owned lagged (t-2 and deeper) and first differencing (t-1 and deeper).
Pls help.
Thanks& Regards,
Chua
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