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

GMM & biprobit
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...
 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, 10:53.
 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...
 2 posts

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, 02:18.
 2 posts