Dear All,
I have the below models. I run the same model in two different samples (firms which have high imported input vs low imported input). I would like to test the coefficient estimates (particularly for fx) across specifications. How can I do this?
Thank you in advance.
Have a great day!
Nazlı
xtdpd expshare l1.expshare fx dllabprod VIX Dolratetota lrsale col leverage2 lFGDP_s ipsectoralgrowth log_GDP if year>2001 & dummy_highimport==1, dgmmiv(Dolratetota lrsale dllabprod , lag(3 3)) div(lFGDP_s fx VIX ipsectoralgrowth log_GDP ) hascons twostep
xtdpd expshare l1.expshare fx dllabprod VIX Dolratetota lrsale col leverage2 lFGDP_s ipsectoralgrowth log_GDP if year>2001 & dummy_highimport==0, dgmmiv(Dolratetota lrsale dllabprod , lag(3 3)) div(lFGDP_s fx VIX ipsectoralgrowth log_GDP ) hascons twostep
I have the below models. I run the same model in two different samples (firms which have high imported input vs low imported input). I would like to test the coefficient estimates (particularly for fx) across specifications. How can I do this?
Thank you in advance.
Have a great day!
Nazlı
xtdpd expshare l1.expshare fx dllabprod VIX Dolratetota lrsale col leverage2 lFGDP_s ipsectoralgrowth log_GDP if year>2001 & dummy_highimport==1, dgmmiv(Dolratetota lrsale dllabprod , lag(3 3)) div(lFGDP_s fx VIX ipsectoralgrowth log_GDP ) hascons twostep
xtdpd expshare l1.expshare fx dllabprod VIX Dolratetota lrsale col leverage2 lFGDP_s ipsectoralgrowth log_GDP if year>2001 & dummy_highimport==0, dgmmiv(Dolratetota lrsale dllabprod , lag(3 3)) div(lFGDP_s fx VIX ipsectoralgrowth log_GDP ) hascons twostep
