Displaying 3 results from an estimated 3 matches for "roodman".
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2009 Jan 21
0
trouble switching to 'plm' from 'xtabond' and Stata
...I have been reading "Panel Data Econometrics in R: The plm Package" by
Croissant and Millo available at
http://cran.r-project.org/web/packages/plm/vignettes/plm.pdf and "How
to Do xtabond2: An Introduction to 'Difference' and 'System' GMM in
Stata" by David Roodman available at http://www.cgdev.org/content/publications/detail/11619
. Roodman provides a very clear exposition of how to use Stata to
analyze the UK Employment Data. I am trying to replicate Roodman's
results for the UK Employment data using R instead of Stata but I am
having limited su...
2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
...n this list, here's a brief r?sum?
of our rather long private mail exchange of these days, answering to
some other pgmm()-related posts which have appeared on this list
lately. Sorry for the overlong posting but it might be worth the space.
I will refer to the very good Stata tutorial by David Roodman that Ivo
himself pointed me to, which gives a nice
(and free) theoretical intro as well. Please (the others) find it
here: http://repec.org/nasug2006/howtodoxtabond2.cgdev.pdf. As far as
textbooks are concerned, Arellano's
panel data book (Oxford) is the theoretical reference I would
suggest....
2009 Apr 01
0
回复： R-help Digest, Vol 73, Issue 32
...n this list, here's a brief r?sum?
of our rather long private mail exchange of these days, answering to
some other pgmm()-related posts which have appeared on this list
lately. Sorry for the overlong posting but it might be worth the space.
I will refer to the very good Stata tutorial by David Roodman that Ivo
himself pointed me to, which gives a nice
(and free) theoretical intro as well. Please (the others) find it
here: http://repec.org/nasug2006/howtodoxtabond2.cgdev.pdf. As far as
textbooks are concerned, Arellano's
panel data book (Oxford) is the theoretical reference I would
suggest....