Dynamic Panel 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=...

[Mariacristina Piva]

Hello,
I am working with a firm-level panel running a dynamic GMM-SYS.
Two of the regressors (x1 and x2) determine a sample selection (I keep...

[Drishta Tengur]

Hello, I have a dynamic panel data of 26 countries and 21 years. I am estimating my regression equation using the system-GMM command, however the Difference-in-Hansen...

[Arsalan Ahmed]

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...

[Ray Uddin]

Hi everyone,

I am using Arrelano-Bond/ Anderson-Hsiao GMM/IV 2SLS models to estimate the impact on US anti-dumping measures on China's...

[Alisdair Somerset]

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...

[Panos Tzouvanas]

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...

[Alisdair Somerset]

Dear Statalisters,

I am currently using a system GMM to estimate the relation between independence of the board and firm value and want to...