[Gretl-users] Re: [Sys-GMM Dynamic panel data comparison]
On Thu, Jan 21, 2021 at 3:56 AM JOSE FRANCISCO PERLES RIBES
<jfperles(a)gmail.com> wrote:
Hi Allin:
Only for learning purposes.
Would you mind to send me the code/command performed to run the model with xtabond2 Stata
command?
José, here's my script:
<hansl>
open replication.xlsx
setobs Municipio Year --panel
list X = Coast Aerop70 Walk Pmain Dens DPrs_2
dpanel 1 ; Afiliados 0 X --system
list L = Municipio Year Afiliados X
foreign language=stata --send-data=L
#delimit ;
tsset municipio year;
xtabond2 afiliados L.afiliados coast-dprs_2,
gmm(L.afiliados, lag(1 99))
gmm(coast, lag(2 99)) gmm(aerop70, lag(2 99))
gmm(walk, lag(2 99)) gmm(pmain, lag(2 99))
gmm(dens, lag(2 99)) gmm(dprs_2, lag(2 99));
end foreign
</hansl>
Allin