| Library: | metrics |
| See also: | panfix panrand panhaus |
| Macro: | pandyn | |
| Description: | Estimaties dynamic panel data model with GMM |
| Usage: | (output,beta)=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) | |
| T Common time periods for balanced panel (optional) | scalar | |
| Output: | ||
| output Output table | string | |
| beta Coefficient estimates of 1st step GMM estimation | (k+p) x 1 vector | |
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 |