[Limdep Nlogit List] Arellano, Bond and Bover GMM estimator

Durham, Cathy cathy.durham at oregonstate.edu
Tue Dec 2 10:38:06 EST 2008


Yes see Ec. modeling guide vol. 1 E8.5.9 page E8-30-3

-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Marc
Goergen
Sent: Monday, December 01, 2008 1:08 PM
To: limdep at limdep.itls.usyd.edu.au
Subject: [Limdep Nlogit List] Arellano, Bond and Bover GMM estimator

Dear all

 

Is it possible to obtain the Arellano, Bond and Bover GMM estimator for
dynamic panel data models from Limdep version 8.0 or would I need
version
9.0?

 

Best wishes,

 

Marc

 

 

 

_______________________________________________
Limdep site list
Limdep at limdep.itls.usyd.edu.au
http://limdep.itls.usyd.edu.au



More information about the Limdep mailing list