difference gmm

  1. J

    Interpretation of a lagged dependent variable, coefficient as proportion- Panel data

    Dear experts! I am having some difficulties in interpreting the results of my regression model using Blundell–Bond linear dynamic panel-data estimation (xtdpdsys). Countries in scope: 7, firms: 30, time period 15 years (annual observations) My dependent variable is: - RD...
  2. J

    variables being dropped from difference gmm

    I'm working with panel data, using the command xtabond2 for Arellano Bond estimator. When I run the command, most of my explanatory variables are dropped because of collinearity. To my knowledge, there is no collinearity between those variables; as a matter of fact, they only get dropped with...