D-GMM and S-GMM

Sarra Charfeddine

Join Date: Nov 2014

Posts: 7
#1

D-GMM and S-GMM

26 Nov 2014, 04:15

Hi,
What's the difference between a Difference-GMM and the System-GMM ?
Can I know what are the steps, that I should follow on Stata11, to estimate the impact of a variable on an other one (in a panel) ??
Tags: None
Attaullah Shah

Join Date: Aug 2014

Posts: 1668
#2

26 Nov 2014, 07:11

I would suggest that you read the

Code:

ssc install xtabond2 help xtabond2

and the paper by Roodman http://www.stata-journal.com/article...article=st0159

Regards
--------------------------------------------------
Attaullah Shah, PhD.
Professor of Finance, Institute of Management Sciences Peshawar, Pakistan
FinTechProfessor.com
https://asdocx.com
Check out my asdoc program, which sends outputs to MS Word.
For more flexibility, consider using asdocx which can send Stata outputs to MS Word, Excel, LaTeX, or HTML.
Comment
Sarra Charfeddine

Join Date: Nov 2014

Posts: 7
#3

26 Nov 2014, 07:22

Thank you a lot
Comment

Announcement