RATS program to replicate Arellano-Bond 1991 dynamic panel

Tom Doan ()
Additional contact information
Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Arellano and Bond(1991), "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations", Review of Economic Studies, vol 58, no. 2, 277-97.

Language: RATS
Requires: RATS 8.10
Keywords: Paper results; GMM; Panel (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/arellano_bond_restud1991.zip (application/zip)

Related works:
Journal Article: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00169

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