Page 1 of 1

Arellano-Bond

Posted: Wed Mar 14, 2012 5:21 pm
by Kavorka
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?

Re: Arellano-Bond

Posted: Wed Mar 14, 2012 6:15 pm
by EViews Gareth
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.