Arellano-Bond

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Kavorka
Posts: 47
Joined: Mon Nov 30, 2009 6:06 am

Arellano-Bond

Postby Kavorka » Wed Mar 14, 2012 5:21 pm

Is there a way in EViews to estimate Arellano and Bond's (1991) Dynamic Panel GMM Estimator? Like Stata's xtabond2? If there is an automatic canned EViews routine available, or is there a manual EViews program somewhere?

Any guesses on when EViews 8 will come? What new features may be introduced?
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Arellano-Bond

Postby EViews Gareth » Wed Mar 14, 2012 6:15 pm

Yes, there is a canned routine. In a panel workfile, simply create an equation and estimate it via GMM. There is even a DPD wizard to walk you through the steps. Chapter 37 of User Guide II has further details.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests