Hello, I have a problem. I have my model SYS_GMM (level e diff) done by using xtabond2 of Arellano and Bond. If I want to do a Spatial Panel analysis there is not the possibility to do with SYS_GMM. If i use spregdpd command i just can run(xtabond), same for spregxt... I don't know how to do?
My GMM model is like this:
xtabond2 dependent l.dependet explanatories control tau2003-tau2011, ///
gmm(dependent explanatories, lag(2 2) eq(diff)) gmm(dependent explanatories, lag(1 1) eq(lev)) ///
iv (controls tau2003-tau2011, eq(both)) h(2) ar(2) two robust noconst
I have 103 Italian Province and 10 years (2003-2012)... with GMM I'm using 2003-2011
Many thanks
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