how we can plot the GMM-- to show the medium term effect?

[Khati Zolfaghari]

Hello,

I wandering to know how can we plot the GMM model to show the medium-term effect, for h=5 with lower bund and upper bond; I search a lot but as the output of the GMM is for t=0 (moment condition), there is no hint for me to draw it.
this is my GMM model at t=0 for panel data from 1996-2019 and 186 countries.

mata: mata set matafavor speed, perm
xtabond2 gdp l.gdp l(0/2).(pand_res_pt) i.year, ///
iv(i.year, eq(diff)) ///
iv(l(0/2).(pand_res_pt), eq(diff)) ///
gmm(gdp, lag(2 2) eq(diff)) small ///
h(1) nolev ar(3) cluster(ifscode)
mata: mata set matafavor space, perm

I appreciate receiving your assistance.


Many thanks in advance for your valuable time and advice.
best regards,

[Khati Zolfaghari]

I find a way and I am sharing may be of interested:
for the next horizon just we need to say to "Stata" the forwarded value:
f.gdp
f1.gdp
f2.gdp
and so on.
so for the next time horizon, only:

 mata: mata set matafavor speed, perm xtabond2 f.gdp l.gdp l(0/2).(pand_res_pt) i.year, /// iv(i.year, eq(diff)) /// iv(l(0/2).(pand_res_pt), eq(diff)) /// gmm(gdp, lag(2 2) eq(diff)) small /// h(1) nolev ar(3) cluster(ifscode) mata: mata set matafavor space, perm

and we can get the standard error and ... to plot it.


Regards,