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

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

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.

Suggested Citation

  • Tom Doan, "undated". "ABLAGS: RATS procedure to generate Arellano-Bond set of instruments," Statistical Software Components RTS00001, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00001
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/ablags.src
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    More about this item

    Keywords

    Arellano-Bond; GMM; RATS;
    All these keywords.

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