Friday, March 03, 2006

Re: st: dynamic panel, depent variable first difference

Hi Ines and everybody else!

Thanks for your tip. Meanwhile I have tried xtabond, but now there is another crucial problem: I cannot make stata understand that my model is a dynamic panel data model, although there is no direct lag of my dependent variable on the right hand side - only the initial income Y_0.

(log y_t) - (log Y_t-1) = beta log X + log Y_0 + a_i + e

If you make the same model, Ines, how do you solve that problem??

Another difficulty is that I need an estimate of the country-specific effects a_i for further work. As far as I see, they are not included in the stata xtabond output. How can I get them??

If somebody knows some literature on augmented solow models and stata, it would be very kind to send some references to me.

Greetings Nina

-- Nina Karstens Prüne 1 24103 Kiel

0431-6686506 0173-6247367

-- Nina Karstens Prüne 1 24103 Kiel

0431-6686506 0173-6247367 * * For searches and help try: * * *


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