Hi, I want to replicate the result of the following code by using Xtdpdgmm. But I don't know what would be the solution
xtdpd L(0/2).(n k) L(0/1).(w ys) year yr1980-yr1984, dgmmiv(n L.w L2.k) div(L(0/1).(ys) yr1980-yr1984 year) twostep nocons vce(robust)
If I want to get the same result using xtdpdgmm what would be the code?
Also, I want to rerun the above using Anderson and Hsiao estimator and Ahn and Schmidt estimator. What would be the code for these two also?
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