Dynamic Panel Regression - T=15, N is around 14-18 (unbalanced)

[Lizelle Cruz]

Hi

I am currently doing my undergraduate thesis and our dataset includes an unbalanced panel with 14 to 18 banks with the years 2003-2017...

[Anna Per]

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...

[Bo Chen]

Dear statalists,

I tried to conduct a Monte Carlo simulation to show that under conditional heteroscedasticity, gmm estimation of the probit...

[Christina Mueller]

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 non-linear model...

[Wossenseged Jemberie]

Hi Statalisters,
I wanted to ask regarding growth mixture modelling for register data (PS I am not statistician ).

Observations...

[Drishta Tengur]

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....

[Carolina Coletta]

Hi,

I have a dynamic panel with N = 22 (companies) and T = 15 (years) (the 22 companies are the population)

I understand that...

[Fillipe Soares]

Dear all,

I am working on my dissertation project that is aimed to estimate an econometric model to find the determinants of CO2 emissions...

[Gabriele Gilmozzi]

Dear Readers,

I come to you with a technical (and most likely also conceptual) problem concerning gmm estimation.

I am interested...

[Fillipe Soares]

I need to run a two-step System-GMM, but due to my lack of experience in using this kind of approach, I'm not sure if my model is correctly specified....

[Najia Mughal]

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...

[Bryna Meivitawanli]

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...

[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...