GMM estimation with sample mean condition

[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...

[Myungun Kim]

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...

[Drishta Tengur]

Hello, I have a dynamic panel data of 26 countries over the period 1995-2016. I have implemented the command-xtabond- with -vce(robust)-, see my command...

[Lucius Nugroho]

hallo everyone,
i want to ask some basic question about GMM in employment growth model (the effect of exchange rate volalitility on firm employment...