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Reasons for inconsistent estimator in xtbond and xtdpdsys
Reasons for inconsistent estimator in xtbond and xtdpdsys

Hi,

I made xtabond and xtdpdsys estimations, but in each case the parameter of lag dependent variable aren't between pooled and LSDV regression. What is the reason for this situation?

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Reasons for inconsistent estimator in xtbond and xtdpdsys

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