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I am currently doing my undergraduate thesis and our dataset includes an unbalanced panel with 14 to 18 banks with the years 20032017...
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xtabond2: question about Sargan, Hansen and pvalues
Dear all,
I am new to the xtabond2 command and I have been struggling with this for a while so I really appreciate any assistance and help...Last edited by Anna Per; 10 Apr 2019, 00:49.
 1 post

gmm estimation of probit model in the presence of heteroscedasticity
Dear statalists,
I tried to conduct a Monte Carlo simulation to show that under conditional heteroscedasticity, gmm estimation of the probit...
 1 post

GMM: Multiple lagged moment conditions
Hello everyone! I am a complete newbie to Stata and am thus really grateful for any help. I am currently trying to implement a highly nonlinear model...
 1 post

Wossenseged Jemberie started a topic Growth mixture modelling for longitudinal register data with varying measurement pointsin GeneralGrowth mixture modelling for longitudinal register data with varying measurement points
Hi Statalisters,
I wanted to ask regarding growth mixture modelling for register data (PS I am not statistician ).
Observations...
 1 post

Dynamic panel model with lagged effects of x on Y
I have dynamic panel data (countries=27 and t=21) with dependent variable (Y) and the independent variables of X1, X2, X3 and the lagged dependent variable....
 4 posts

Small N, Small T Panel for GMMSys
Hi,
I have a dynamic panel with N = 22 (companies) and T = 15 (years) (the 22 companies are the population)
I understand that...
 3 posts

NonDynamic SystemGMM
Dear all,
I am working on my dissertation project that is aimed to estimate an econometric model to find the determinants of CO2 emissions...
 4 posts

Tailor 'gmm' Command to Expetced Demand Equation
Dear Readers,
I come to you with a technical (and most likely also conceptual) problem concerning gmm estimation.
I am interested...Last edited by Gabriele Gilmozzi; 28 Oct 2018, 07:29.
 1 post

Specification SystemGMM xtabond2
I need to run a twostep SystemGMM, but due to my lack of experience in using this kind of approach, I'm not sure if my model is correctly specified....Last edited by Fillipe Soares; 05 Oct 2018, 09:42.
 3 posts

xtabond2 issues
Hello Everyone!
First of all, I'm a beginner in Stata and learned it about 2 months back. In my research, I am estimating 2 equations: labor demand...Last edited by Najia Mughal; 01 Oct 2018, 14:50.
 1 post

AR(1) and AR(2) values are missing (xtabond2 command)
Hi everyone,
I am using the xtabond2 command to execute system GMM.
My data: n=33, t=6, which satisfies the small t large n dataset...
 3 posts

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