Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: panfix panrand panhaus

Macro: pandyn
Description: 2nd Step of the 2-stage dynamic GMM

Reference(s):

Usage: (output)=pandyn(z,p,IVmeth,beta {,T})
Input:
z Data input NT x {2}+1+k matrix
p Autoregressive order for dependent variable positive scalar
IVmeth Indicator for the Instruments scalar (0,1,...,4)
beta Coefficient estimates of the 1st step GMM estimation (k+p) x 1 vector
T Common time periods for balanced panel (optional) scalar
Output:
output Output table string

Note:

Example:
pandyn(z,1,1,beta)    ; Unbalanced panel with 1 lag of the 
; dependent variables, smallest set of
; instruments         
Result:


Library: metrics
See also: panfix panrand panhaus

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Joerg Breitung (990316)
(C) MD*TECH Method and Data Technologies, 28.6.1999