Dear users,
I have a question about xtabond2 (Roodman, 2009), especially on the Hansentest:
I'm using unbalanced panel data...
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Problem with Hansen test (xtabond2, gmm)
 5 posts

Regional dummies and interactions in xtabond2 twostep GMM
Dear All,
I am having an issue with using regional dummies in a twostep gmm procedure with xtabond2. Without the regional dummies, the results...Last edited by Karun Advani; 12 Aug 2018, 07:25.
 1 post

Equation Specification xtabond2
Dear all,
I'm using xtabond2 program to run a SystemGMM regression but due to my lack of experience in estimating such a kind of model I'm...Last edited by Fillipe Soares; 10 Aug 2018, 21:06.
 6 posts

Panel data GMM  xtabond2 dependent variable as a covariate
Dear All,
I am attempting to estimate the relationship between the change in poverty and economic growth. In an attempt to control endogeniety,...Last edited by Karun Advani; 10 Aug 2018, 10:07.
 1 post

Panel data GMM  Number of groups falls
Dear All,
This may be a trivial question, but I am unsure why this happens. I have an unbalanced panel dataset with 112 groups (countries)...
 3 posts

Issues with xtabond2 and xtdpdsys
Dear All,
I am currently using a panel dataset to investigate the relationship between the growth of poverty and economic growth along with...
 3 posts

System GMM xtabond2
Dear all,
I'm currently investigating the relationship between carbon emissions and socioeconomic variables for Brazilian states. My data...Last edited by Fillipe Soares; 04 Aug 2018, 15:12.
 2 posts

Dynamic Panel Data
I have a balanced data of N=26 and T=1. Since I have a dynamic panel data I plan to use the GMM estimator. However, I am not sure whether I should choose...
 1 post

DifferenceGMM and SystemGMM
I am using a panel dataset of 26 countries for the period 19952015. I have a lagged dependent variable in my regression equation. I am confused whether...
 2 posts

2SLS Model with Autocorrelation and Heteroscedasticity
Hi everyone,
I have a panel set data and want to test 2 models, both of which are correlated one with another. My data set has 982 observations...Last edited by Karinna Lai; 29 Apr 2018, 21:58.
 1 post

GMM estimation with sample mean condition
I am reading a paper and try to implement its methodology in Stata. The paper says the following:
I understand the idea but...
 1 post

Time Series, IVGMM, Replication Project, Code
Dear all,
I am currently trying to replicate the following paper:
Gali, Jordi & Gertler, Mark, 1999. "Inflation dynamics:...
 1 post

System GMM while Dependent Variable lies within [0, 1]
Hello
Is it possible to utilise the system GMM estimator using xtabond2 when our dependent variable lies within the interval [0, 1]. Moreover,...
 1 post

Using square term in systemGMM estimation
Hello
I am attempting to estimate a dynamic panel data model using SystemGMM (twostep). In doing so, I have been reading David Roodman...
 5 posts

Cointegration analysis using GMM
Dear Statalisters,
I study the long run relationship between real exchange rates and underlying fundamentals based on panel data (N=17; T=...
 1 post