Library: | panel |
See also: | panfix pandyn |
Quantlet: | pandyn2 | |
Description: | second step of the 2-stage dynamic GMM |
Usage: | output=pandyn2(z,p,IVmeth,beta {,T}) | |
Input: | ||
z | NT x {2}+1+k matrix of panel data | |
p | scalar, autoregressive order for dependent variable | |
IVmeth | scalar, indicator for the instruments; IVmeth = 0 lets the program choose the IV-method | |
beta | (k+p) x 1 vector of coefficient estimates | |
T | optional scalar, common time periods for balanced panel | |
Output: | ||
output | string, output table |
library("panel") z=read("dynpanel.dat") ; read data set {output,b}=pandyn(z,1,0) ; compute first step pandyn2(z,1,0,b) ; computes the second step
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