Displaying 2 results from an estimated 2 matches for "yr198".
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yr18
2009 Mar 30
0
pgmm (Blundell-Bond) sample needed)
...s also to
be found in Roodman's tutorial, 3.3.
Here's how to replicate the output of abest.do:
(must execute the preceding lines in the file as well for data transf.)
* Replicate difference GMM runs in Arellano and Bond 1991, Table 4
* Column (a1)
xtabond2 n L(0/1).(l.n w) l(0/2).(k ys) yr198?c cons, gmm(L.n) iv(L(0/1).w l(0/2).(k ys) yr198?c cons) noleveleq noconstant robust nomata
replicated by:
> abmod1<-pgmm(dynformula(log(emp)~log(wage)+log(capital)+log(output),list(2,1,2,2)),
+ data=EmplUK, effect="twoways", model="onestep",
+ gmm.inst=~log(emp), lag.g...
2009 Apr 01
0
回复： R-help Digest, Vol 73, Issue 32
...is also to
be found in Roodman's tutorial, 3.3.
Here's how to replicate the output of abest.do:
(must execute the preceding lines in the file as well for data transf.)
* Replicate difference GMM runs in Arellano and Bond 1991, Table 4
* Column (a1)
xtabond2 n L(0/1).(l.n w) l(0/2).(k ys) yr198?c cons, gmm(L.n) iv(L(0/1).w l(0/2).(k ys) yr198?c cons) noleveleq noconstant robust nomata
replicated by:
> abmod1<-pgmm(dynformula(log(emp)~log(wage)+log(capital)+log(output),list(2,1,2,2)),
+ data=EmplUK, effect="twoways", model="onestep",
+ gmm.inst=~log(emp), lag.gm...