How to do Xtabond2: An Introduction to Difference and System GMM in Stata
SSRN Electronic JournalPublished 1 January 2006Open access
David Roodman
Citations2,648
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Abstract
This working paper by CGD research fellow David Roodman provides an introduction to a particular class of econometric techniques, dynamic panel estimators. The techniques and their implementation in Stata, a statistical software package widely used in the research community, are an important input to the careful applied research CGD advocates.
Keywords
Social SciencesEconomics, Econometrics and Finance
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