[Limdep Nlogit List] FW: Arellano, Bond and Bover GMM estimator
Marc Goergen
m.goergen at sheffield.ac.uk
Tue Jan 13 07:26:42 EST 2009
Dear all
I am wondering whether anybody can help me with the query below.
Best wishes,
Marc
-----Original Message-----
From: Marc Goergen [mailto:m.goergen at shef.ac.uk]
Sent: 19 December 2008 13:47
To: 'Limdep and Nlogit Mailing List'
Subject: RE: [Limdep Nlogit List] Arellano, Bond and Bover GMM estimator
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
_______________________________________________
Limdep site list
Limdep at limdep.itls.usyd.edu.au
http://limdep.itls.usyd.edu.au
_______________________________________________
Limdep site list
Limdep at limdep.itls.usyd.edu.au
http://limdep.itls.usyd.edu.au
More information about the Limdep
mailing list