Hello,
I am working with a firmlevel panel running a dynamic GMMSYS.
Two of the regressors (x1 and x2) determine a sample selection (I keep...
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GMM & biprobit
 1 post

DifferenceinHansen tests of exogeneity missing
Hello, I have a dynamic panel data of 26 countries and 21 years. I am estimating my regression equation using the systemGMM command, however the DifferenceinHansen...
 7 posts

GMM Stata ask me to put the instrumental variable
I am using gravity model for the trade analysis. I had read some literature and find out that there are many methods for the estimation such as fixed...
 1 post

Firstdifferencing an industrytime dummy
Hi everyone,
I am using ArrelanoBond/ AndersonHsiao GMM/IV 2SLS models to estimate the impact on US antidumping measures on China's...
 1 post

Contrasts of Predictive Margin after GMM
Dear Statalisters,
I am trying to plot a constrasts of predictive margins plot after a GMM regression in order to find out at which levels...Last edited by Alisdair Somerset; 18 Aug 2017, 11:53.
 1 post

xtabond2 or xtdpdsys? which one should be preferred
Hello Stata users,
I am relatively new in the dynamic panel estimations. I am facing a problem while I run some DPD regressions. I run the...
 2 posts

FTest for strength of instruments in GMM model
Dear Statalisters,
I am currently using a system GMM to estimate the relation between independence of the board and firm value and want to...
 1 post

xtabond2 and deeper lags
Hello. I'm new to here. (Correct me if there is something I'm missing!)
I have questions regarding the use of xtabond2.
I ran a regression...
 9 posts

GMM*Overidentifying restrictions postestimation tests
Hello, I have a dynamic panel data of 26 countries over the period 19952016. I have implemented the commandxtabond with vce(robust), see my command...
 1 post

Lucius Nugroho started a topic Problem with twostep GMM command "employment growth model" with interaction variablesin GeneralProblem with twostep GMM command "employment growth model" with interaction variables
hallo everyone,
i want to ask some basic question about GMM in employment growth model (the effect of exchange rate volalitility on firm employment...Last edited by Lucius Nugroho; 16 Jun 2017, 03:18.
 2 posts

Help with xtabond2 command
Hello, I have a dynamic panel data of 26 countries and 21 years. I am struggling to transform the following into Stata commands. I want to include the...
 10 posts

Sebastian Kripfganz started a topic XTDPDGMM: new Stata command for efficient GMM estimation of linear (dynamic) panel models with nonlinear moment conditionsin GeneralXTDPDGMM: new Stata command for efficient GMM estimation of linear (dynamic) panel models with nonlinear moment conditions
Dear Statalisters,
I have made a new estimation command available for installation from my website:
Code:. net install xtdpdgmm,
Last edited by Sebastian Kripfganz; 01 Jun 2017, 07:15.
 23 posts
 1 like

Including fixed year dummies in xtabond command
I plan to implement the difference GMM estimator for a panel of 27 countries for the 19952015 period. However, when I include i.year to capture time...
 4 posts

Complex convergence with GMM and optimisation options
Dear Statalist,
I am doing a complex estimation using the Generalised Method of Moments GMM.
The iterations before convergence are...
 1 post

GMM estimation of personalised equations
Dear all,
I am working with a panel dataset on a GMM estimation of some parameters.
UsingCode:xtreg
 1 post