Problem with Hansen test (xtabond2, gmm)

[Daniela Cruz]

Dear users,

I have a question about xtabond2 (Roodman, 2009), especially on the Hansen-test:

I'm using unbalanced panel data...

[Karun Advani]

Dear All,

I am having an issue with using regional dummies in a two-step gmm procedure with xtabond2. Without the regional dummies, the results...

[Fillipe Soares]

Dear all,

I'm using xtabond2 program to run a System-GMM regression but due to my lack of experience in estimating such a kind of model I'm...

[Karun Advani]

Dear All,

I am attempting to estimate the relationship between the change in poverty and economic growth. In an attempt to control endogeniety,...

[Karun Advani]

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)...

[Karun Advani]

Dear All,

I am currently using a panel dataset to investigate the relationship between the growth of poverty and economic growth along with...

[Fillipe Soares]

Dear all,

I'm currently investigating the relationship between carbon emissions and socioeconomic variables for Brazilian states. My data...

[Drishta Tengur]

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...

[Drishta Tengur]

I am using a panel dataset of 26 countries for the period 1995-2015. I have a lagged dependent variable in my regression equation. I am confused whether...

[Karinna Lai]

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...

[Yan Song]

I am reading a paper and try to implement its methodology in Stata. The paper says the following:



I understand the idea but...

[Justus Franz-Christoph Meyer]

Dear all,

I am currently trying to replicate the following paper:

Gali, Jordi & Gertler, Mark, 1999. "Inflation dynamics:...

[Sagnik Bagchi]

Hello

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

[Sagnik Bagchi]

Hello

I am attempting to estimate a dynamic panel data model using System-GMM (two-step). In doing so, I have been reading David Roodman...

[Ferdi Owoundi]

Dear Statalisters,

I study the long run relationship between real exchange rates and underlying fundamentals based on panel data (N=17; T=...