Library: | metrics |
See also: | panfix panrand panhaus |
Macro: | pandyn | |
Description: | 2nd Step of the 2-stage dynamic GMM |
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 |
pandyn(z,1,1,beta) ; Unbalanced panel with 1 lag of the ; dependent variables, smallest set of ; instruments
Library: | metrics |
See also: | panfix panrand panhaus |