Hi,
I am estimated a fixed effects model with lagged explanatory variables (as it is hypothesised the effect of the explanatory variables takes time to feed into the dependant variable). However, due to endogeneity concerns, I would like to estimate the equation using xtabond2. Does anyone know how I the following code would need to be adjusted for xtabond2?
My current code is xtreg logtq nonuk1 logmc2 gearing2 bodsize2 i.year, fe robust
Any help would be greatly appreciated!
Related Posts with Fixed Effects Panel Data to Arrellano Bond
Lags Leads Treatment EffectHello everyone, I unfortunately have another question! I am looking into how to adjust the regress…
Inconsistency between correlation analysis and regression resultsHi Statalist, I have the panel data (state-year) and run a correlations analysis between my y and x…
How to reduce empty space in the cellHi, I try to reduce or remove empty space in each cell of string variables because it really hinders…
How to draw cubic splines after Cox regressionHello, Could anybody help me with syntaxis to do this graph? y axis= hazard ratio. x axis= covariate…
identify common ownership of shareholdersDear statalist, I have a set of data with the following variables: year, symbol (symbol of each fir…
Subscribe to:
Post Comments (Atom)
0 Response to Fixed Effects Panel Data to Arrellano Bond
Post a Comment