【问题】
有木有为了动态面板伤过神？
刚看到xtabond2的更新，新加入e(Ze)
Z'E where E=2nd-step residuals, used in computing Hansen statistic
【方法】
Stata有个命令xtabond2，作者是：David Roodman,
http://www.cgdev.org/content/expert/detail/2719/
这哥还写过abarewey2\ivvif\collapse2等。
xtabond2的详细说明：
How to Do xtabond2:
An Introduction to “Difference” and “System” GMM in Stata
http://www.cgdev.org/files/11619_file_HowtoDoxtabond8_with_foreword.pdf
还有专门介绍的PPT：
repec.org/nasug2006/How2Do_xtabond2.ppt
【例子】
*直接复制help中的例子
use http://www.stata-press.com/data/r7/abdata.dta
xtabond2 n l.n l(0/1).(w k) yr1980-yr1984, gmm(l.n w k) iv(yr1980-yr1984, passthru) noleveleq small
xtabond2 n l.n l(0/1).(w k) yr1980-yr1984, gmm(l.n w k) iv(yr1980-yr1984, mz) robust twostep small h(2)
xtabo
有木有为了动态面板伤过神？
刚看到xtabond2的更新，新加入e(Ze)
Z'E where E=2nd-step residuals, used in computing Hansen statistic
【方法】
Stata有个命令xtabond2，作者是：David Roodman,
http://www.cgdev.org/content/expert/detail/2719/
这哥还写过abarewey2\ivvif\collapse2等。
xtabond2的详细说明：
How to Do xtabond2:
An Introduction to “Difference” and “System” GMM in Stata
http://www.cgdev.org/files/11619_file_HowtoDoxtabond8_with_foreword.pdf
还有专门介绍的PPT：
repec.org/nasug2006/How2Do_xtabond2.ppt
【例子】
*直接复制help中的例子
use http://www.stata-press.com/data/r7/abdata.dta
xtabond2 n l.n l(0/1).(w k) yr1980-yr1984, gmm(l.n w k) iv(yr1980-yr1984, passthru) noleveleq small
xtabond2 n l.n l(0/1).(w k) yr1980-yr1984, gmm(l.n w k) iv(yr1980-yr1984, mz) robust twostep small h(2)
xtabo