Hi, I was wondering if is it possible to use the GMM (xtabond2) on a static model. I'm aware that the GMM on dynamic models require GMM-style instruments to treat the problem with the lagged dependant variable in the model. However, suppose that we don't include y(t-1) in the model, do we still can use xtabond2 command? I'm aware also that GMM models can be used to treat variables mesasured withh error (using within transformation rather than differenciation).
Related Posts with GMM on static models
nlsur nonlinear parameter constraintsI want to estimate a system of equations, imposing that one coefficient of the first equation equal …
lnsur nonlinear parameter restrictionI want to estimate a system of equations, imposing that one coefficient of the first equation equal …
Using mixed model after coarsened exact matching (CEM)I am using coarsened exact matching (CEM) to match my treatment-control groups. As a result, the mat…
PPML Prediction, Dependent Variable on Both SidesHi all, I'm using a gravity model to predict migration through PPML. The dependent variable is Migr…
Heckman Process with Multinomial LogitHi, I am looking to estimate a multinomial logit model with sample selection. The selection equatio…
Subscribe to:
Post Comments (Atom)
0 Response to GMM on static models
Post a Comment