Dear Stata users, Array
I have some difficulties to establish a model and with forecast phase. I have used Xtabond command to implement the model on Stata and the results are as follows. These are 4 different models with same structure. I assume xtabond takes firm specific constant(due to indication of group variable- gvkey) and year specific industry fixed effect( as number of groups- which is in line with number of industry SIC codes) into account. Please correct me if I did a mistake. Array
Do you think this command is correct? and what do you think about forecast? As my dataset is unbalanced, I couldn't use forecast(stata needs strongly balanced panel data)
Thanks in advance
Nadir Ismayilov
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