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sl1
2009 Jan 21
0
trouble switching to 'plm' from 'xtabond' and Stata
...icate Roodman's "naive model" (on page 17)
regressing Log(Employment) on its own first and second lags as well as
current and first lags of log(wages) and current/first/second lags of
capital and output. Roodman uses the Stata command "regress n nL1 nL2
w wL1 k kL1 kL2 ys ysL1 ysL2 yr*" (n=employment, w=wages, k=capital,
ys=output, yr*=year dummy variables, and nL1=first Lag of employment).
I am unable to replicate other results. Specifically, I cannot even
replicate the Least Squares Dummy Variable model with effects for both
time and firm (in Stata: xi: reg...