ABLAGS: RATS procedure to generate Arellano-Bond set of instruments

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: ABLags generates a VECT[SERIES] with the expanded panel data instruments for doing Arellano-Bond instrumental variables estimation. Arellano, M. and S. Bond (1991). "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations." Review of Economic Studies, Vol. 58, 277-297.

Language: RATS
Requires: RATS 5.00
Keywords: Arellano-Bond; GMM (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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