I am trying to replicate the xtdpdsys command using the xtabond2 command, but I keep getting different results. Can someone let me know what am I doing wrong?
xtdpdsys gr govexp op popgr atm, nocons pre(inf inv)vce(robust)
xtabond2 L(0/1).gr inf inv govexp op popgr atm, gmm(gr, lag(2 .)) gmm(inf inv, lag(1 .)) iv(govexp op popgr atm, eq(diff)) h(2) robust
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