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小弟不才,看xtabond2只有英文资料,没怎么看懂。。。由于想要看harsen统计量,所以只能用xtabond2了,想问一下这两行差分GMM和系统GMM的命令转换成xtabond2该怎么写呢?谢谢啦!
xtabond RD_density v25 size capex year2 year4 year5 year6 year7, lags(1) maxldep(3) endogenous(LRD2, lag(0,2)) endogenous(wc, lag(1,2)) endogenous(CF, lag(1,.)) endogenous(debt, lag(1,.)) endogenous(equity, lag(1,.)) twostep
xtabond RD_density v25 size capex year2 year4 year5 year6 year7, lags(1) maxldep(3) endogenous(LRD2, lag(0,2)) endogenous(wc, lag(1,2)) endogenous(CF, lag(1,.)) endogenous(debt, lag(1,.)) endogenous(equity, lag(1,.)) twostep vce(robust)
xtdpdsys RD_density v25 size capex year2 year4 year5 year6 year7, lags(1) maxldep(3) endogenous(LRD2, lag(0,2)) endogenous(wc, lag(1,2)) endogenous(CF, lag(1,.)) endogenous(debt, lag(1,.)) endogenous(equity, lag(1,.)) twostep vce(robust)
xtdpdsys RD_density v25 size capex year2 year4 year5 year6 year7, lags(1) maxldep(3) endogenous(LRD2, lag(0,2)) endogenous(wc, lag(1,2)) endogenous(CF, lag(1,.)) endogenous(debt, lag(1,.)) endogenous(equity, lag(1,.)) twostep