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

Marc Goergen m.goergen at sheffield.ac.uk
Sat Dec 20 00:47:24 EST 2008


Cathy, thank you.

Is it also possible to estimate the Blundell and Bond (1998) estimator which
is obtained from a GMM estimation of a system of equations consisting of a)
the equations in differences with the lagged levels of the variables as
instruments and b) the equations in levels with the variables in differences
as instruments?

Best wishes,

Marc


-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of Durham, Cathy
Sent: 01 December 2008 23:38
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] Arellano, Bond and Bover GMM estimator

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

 

 

 

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