½á¹û£ºÕÒµ½¡°xtabond2 ÄÑ¡±Ïà¹ØÄÚÈÝ295¸ö£¬ÅÅÐòΪ°´»Ø¸´Ê±¼ä½µÐò£¬ËÑË÷¸ü¶àÏà¹ØÌû×ÓÇëµã»÷¡°¸ß¼¶¡±
xtabond2ÃüÁîÏ£¬mataÎÞ·¨ÕÒµ½ÎÊÌâ
3 ¸ö»Ø¸´ - 2888 ´Î²é¿´
ÈçͼËùʾ£¬ÂÌÉ«°æstata12.0£¬adoÎļþÀïÃæÒѾ¸´ÖÆÁË
xtabond2µÄ¼¸¸öÎļþ£¬ÔÚÁíÍâһ̨µçÄÔÉÏÔËÐÐÕý³££¬µ½±¾µçÄÔÎÞ·¨ÔËÐС£
»¹ÓÐÒ»¸öÎÊÌ⣬ÎÒ°Ñstata12×°½øUÅÌÒÔºó£¬ÎªÊ²Ã´ÏÖÔÚÎÞ·¨×Ô¶¯ÏÂÔØÃüÁîÁË£¬±ØÐëÊÖ¶¯°²×° ...
2013-10-25 10:21 - ÐþÒ»ÎÞÏà - Stataר°æ
xtabond2 ÇóÖúѽ
10 ¸ö»Ø¸´ - 9668 ´Î²é¿´
¸Õ½Ó´¥stata Ä¿Ç°ÐèÒª×öAR£¨1£©¡¢AR£¨2£©¡¢Hansen¡¢Sargan½á¹û ÕҵijÂÇ¿ÀÏʦµÄÊé¶Ô×Å×öµÄ ÊäÈë
.
xtabond2 Bu L(0/1) Ur Ag Ec Wa Id Se Ed, nolevel twostep (robust)
´Ë£¬ÃüÁî ½á¹ûÏÔʾÁË£º
Favoring space o ...
2018-10-13 19:00 - ³õÉúÅ£¶¿007 - Stataר°æ
xtabond2Ò»°ãÐԵŤ¾ß±äÁ¿Ôõô¼ÓÈ룿
3 ¸ö»Ø¸´ - 3596 ´Î²é¿´
ÇëÎÊÈç¹ûÕÒµ½ÁËÄÚÉú±äÁ¿X1,X2µÄÒ»°ã¹¤¾ß±äÁ¿£¨²»ÊÇÖͺó±äÁ¿£©£¬ÇëÎÊÔõô¼ÓÈëµ½ÃüÁîÖÐÄØ£¿Èç¹ûÊǷŵ½iv()ÖУ¬ÄÇôÕâЩ¹¤¾ß±äÁ¿ÊÇ·ñ»¹Òª·Åµ½
xtabond2 depvar varlistµÄvarlistÀÊDz»ÊÇÒ²ÎÞ·¨Ö¸¶¨ËÊÇ˵Ť¾ß±äÁ¿£¿·Ç ...
2016-2-23 23:05 - VermouthA - Stataר°æ
Çó½âÊÍxtabond2½á¹ûÖв¿·Ö¹¤¾ß±äÁ¿ÓÐЧÐÔ¼ìÑéÎÊÌâ
3 ¸ö»Ø¸´ - 3684 ´Î²é¿´
¼ÆÁ¿Ð¡°×Óм¸¸öÎÊÌâÏëÇë½Ìһϴó¼Ò£¬¶ÔÓÚÄÇDifference-in-Hansen tests of exogeneity of instrument subsets:
1¡¢Hansen test excluding groupÊÇÅųýÁ˲¿·Ö¹¤¾ß±äÁ¿£¨Ò²¾ÍÊÇÎÒµÄÖͺóÏî×öµÄ¹¤¾ß±äÁ¿£©Ö®ºóµÄ¼ìÑéÖµÂð ...
2019-2-10 12:02 - Mr_ÐýÂÉ - Stataר°æ
xtabond2
1 ¸ö»Ø¸´ - 606 ´Î²é¿´
ÄÚÉú±äÁ¿ÓëÍâÉú±äÁ¿µÄ½»³ËÏÇëÎÊÔÚ
xtabond2ÖÐÔõôʵÏÖ£¬·ÅÔÚÄÄÀïÄØ
2021-11-14 10:03 - СÐܱý¸Éb - Stataר°æ
xtabond2ÃüÁîÊä³ö½á¹¹·ÖÎö
22 ¸ö»Ø¸´ - 26054 ´Î²é¿´
ÇóÖú£¡
Ï£Íû¸÷λ̳ÓÑÄÜ°ïÎÒÕâ¸öÔÚ¼ÆÁ¿µÀ·ÉÏÃþÅÀ¹ö´òµÄÐÂÊÖ½â¾öÈçÏÂÎÊÌ⣡²»Ê¤¸Ð¼¤£¡
ÎÊÌ⣺
¹ØÓÚ
xtabond2ÃüÁîÊä³ö½á¹û¡°Difference-in-Hansen tests of exogeneity of instrument subset ...
2017-9-21 16:06 - Dreamer_Bill - Stataר°æ
¹ØÓÚxtabond2
17 ¸ö»Ø¸´ - 15002 ´Î²é¿´
ÃüÁî¸ñʽΪ
xtabond2 y l.y x,gmm(y,lag(2 2)) gmm(x,lag(2 2) collapse) twostep robust
³öÏÖÁËÈçͼ»È¦µÄ½á¹û£¬ÇëÎʸ÷λ´óÉñÊÇÃüÁîд´íÁËÂð
2019-10-10 15:13 - fou9527 - Stataר°æ
ÓÃxtabond2½øÐÐGMM¹À¼ÆϵÊý²»ÏÔÖø
13 ¸ö»Ø¸´ - 16857 ´Î²é¿´
¸÷λǰ±²ÄãÃǺã¬ÎÒÔÚÓÃ
xtabond2½øÐвî·ÖGMM¹À¼ÆµÄʱºòÓöµ½ÁËÒ»¸öÎÊÌâ¡£ÎÒÑ¡È¡µÄ±»½âÊͱäÁ¿ÊDz»Á¼´û¿îÂÊ£¬½âÊͱäÁ¿ÎªÖͺóÒ»ÆڵIJ»Á¼´û¿îÂʺÍÖͺóÁ½ÆڵĴû¿îÔö³¤ÂÊ£¬×÷ΪÄÚÉú±äÁ¿ºÍÇ°¶¨±äÁ¿£¬ÁíÍâÎÒ»¹Ñ¡È¡ÁËÁù ...
2013-8-13 09:23 - ÇßË®°ÙºÏ8908 - Stataר°æ
xtabond2 ½á¹û²»ÏÔÖø
3 ¸ö»Ø¸´ - 1301 ´Î²é¿´
xtabond2 »Ø¹éÒÔºó£¬ÏÔʾ
Warning: Two-step estimated covariance matrix of moments is singular.
Using a generalized inverse to calculate robust weighting matrix for Hansen test.
Difference-in-Sar ...
2021-12-18 11:54 - rzj986745 - Stataר°æ
xtabond2ÃüÁîÇó½Ì
1 ¸ö»Ø¸´ - 483 ´Î²é¿´
¸÷λ´óÀУ¬ÂÛÎĵķ½³ÌΪ
FIΪ½ðÈڿƼ¼Ö¸Êý£»LAΪ´û¿î×ʲú±È£»DPRΪÁ÷¶¯ÐÔˮƽ£»CRΪ³É±¾ÊÕÈë±È£»NIRRΪ·ÇÀûÏ¢ÊÕÈëÕ¼±È£»SIZEΪ×ʲú¹æÄ£
ÇëÎÊÕâ¸ö·½³ÌÔÙÓÃ
xtabond2ÃüÁîʱºò
xtabond2 roa L.roa fi cr dpr size nirr ...
2022-6-3 16:53 - Õ½¶·»ú³å³å - ¹àË®°É
¹ØÓÚxtabond2ÃüÁîµÄÎÊÌâ¡£
8 ¸ö»Ø¸´ - 11184 ´Î²é¿´
ÏÈÌùһϻعé½á¹û£ºDynamic panel-data estimation, one-step system GMM
------------------------------------------------------------------------------
Group variable: n Nu ...
2015-3-25 21:45 - zk47677 - Stataר°æ
ÇóÖú´óÉñ£¬ÓÃxtabond2ÃüÁî³öÏÖ²»Àí½âµÄÇé¿ö£¡
8 ¸ö»Ø¸´ - 9277 ´Î²é¿´
ÓÃ
xtabond2×öGMM³öÏÖÒÔϽá¹û£¬Ç붮µÄ´óÉñ½Ì½ÌÎÒ£¬ÕâÊÇʲôÒâ˼£¬Ôõô´¦Àí£¿°Ýл¸÷λ´óÉñ£¡
.
xtabond2 CO2percapit tadr exgdp urbanrate IFDIGDP,gmm( tadr exgdp urbanrate IFDIGDP,eq(diff) lag(2,2)) iv( ...
2014-7-29 17:22 - baoya2000 - Stataר°æ
¹ãÒå¾Ø¹À¼Æ ivreg2ºÍxtabond2
1 ¸ö»Ø¸´ - 1386 ´Î²é¿´
¹ãÒå¾Ø¹À¼ÆÐÂÊÖ¡£ ÇëÎÊÒ»ÏÂivreg2 gmm(xtivreg2 gmm)ºÍ
xtabond2ÃüÁîµÄ²î±ðÊÇʲôÄØ£¿ÎÒÖªµÀ
xtabond2¼È¿ÉÒÔ×ö²î·ÖGMM£¬Ò²¿ÉÒÔ×öϵͳGMM¡£ ÄÇôʲôʱºòÓÃivreg2ÄØ£¿ÒÔ¼°ËûÃǵÄʹÓÃÇø±ðÊÇʲôÄØ£¿Çë´ó¼Ò²»Áߴͽ̣¬Ð»Ð» ...
2020-4-28 07:05 - 201104102 - Stataר°æ
STATAµÄxtabond2ÃüÁîÇóÖú¡£collapse²»»áÓÃ
2 ¸ö»Ø¸´ - 3228 ´Î²é¿´
ÎÒÊÇ×öÖйú30¸öÊ¡µÄÊý¾Ý·ÖÎö¡£ÒòΪN±È½ÏС£¬15Äê×óÓÒµÄÊý¾Ý£¬ËùÒÔ¹¤¾ß±äÁ¿¹ý¶à¡£¡£ÏëÖªµÀÈçºÎÀûÓÃ
xtabond2µÄcollapseÃüÁî¡£
×îºÃÄܸøÉÔ΢½²Ò»ÏÂÕâ¸ö
xtabond2µÄÔËÓᣡ£»¹ÓÐһЩµØ·½ºÜÃÔºý¡£¡£¶¯Ì¬Ãæ°åµÄС°×¡£¡£Ò²¿É ...
2017-10-17 21:04 - jannywyx - ÐüÉÍ´óÌü
ϵͳGMMµÄxtabond2ÃüÁî
0 ¸ö»Ø¸´ - 1074 ´Î²é¿´
ÇëÎÊ´óÀÐÃÇ£¬
xtabond2ÖÐÑ¡Ïî¡°or¡±±íʾ²ÉÓÃÕý½»±ä»»£¬ÎÒËѵ½µÄÊÇ£ºÊý¾ÝÊÇ·ÇƽºâÃæ°åʱ£¬Ê¹ÓÃÒ»½×²î·Ö»áËðʧÊý¾Ý£¬½¨Òé²ÉÓÃÏòÇ°Õý½»±ä»»¡£ÎÒÊÇƽºâÃæ°åÊ¡¼¶Êý¾Ý£¬µ«·¢ÏÖÃüÁîºó¼Ó²»¼ÓÕâ¸öor¶ÔÓÚ½á¹ûµÄÓ°ÏìÌرð´ó£¬¼ÓÁË ...
2022-1-3 16:18 - wxm160616 - Stataר°æ
¹ØÓÚSTATAʹÓÃxtabond2µÄSarganºÍHansen
2 ¸ö»Ø¸´ - 1634 ´Î²é¿´
Çë½ÌÒ»ÏÂstataÖÐʹÓÃ
xtabond2½øÐÐϵͳGMM»Ø¹érobustÖ®ºóÊÇ·ñ¿ÉÒÔºöÂÔSargan testµÄ½á¹û
²Î¿¼ÁË¡¶¶ÔÍâÖ±½ÓͶ×ÊÄÜ·ñ¸ÄÉÆÖйúµÄ×ÊÔ´´íÅä¡·£¨°×¿¡ºì£¬2018£©µÄ´úÂ룬ÓõÄÊÇxtdpdsys£¬±¨¸æÁËSargan test½á¹û£¬¿´µ½Á˺ܶà ...
2021-11-26 13:37 - 1085934795 - Stataר°æ
¶¯Ì¬Ãæ°å xtabond2ÃüÁî GMM IV¹¤¾ß±äÁ¿
2 ¸ö»Ø¸´ - 4190 ´Î²é¿´
¶¯Ì¬Ãæ°å
xtabond2ÃüÁî GMM IV¹¤¾ß±äÁ¿Ôõôȷ¶¨
ÀýÈç
xtabond2 cash lcash x1 mp1 size1 lev fa cflow pro1 re growth1 liq fcost tq1 tang slr inv fs1 bds bss ind cip , ///
gmm() iv()twostep Ôõô·Å ...
2019-12-9 11:28 - wawaΪ - Stataר°æ
xtabond2Öͺó½×µ÷Õû
0 ¸ö»Ø¸´ - 1292 ´Î²é¿´
xtabond2 dtfp lnfs lnsp2 lnzt lndq open hum urb rd, gmm(l(-3/-2).dtfp l(-7/-6).lnfs l(-7/-6).lnsp2 l(-5/-4).lnzt l(-3/-2).lndq l(-4/-3).open l(-7/-6).hum l(-3/-2).urb l(-2/-1).rd, lag(6 6) collapse) h ...
2021-11-8 10:53 - 339188 - ºê¹Û¾¼Ãѧ
xtabond2 ¹¤¾ß±äÁ¿
8 ¸ö»Ø¸´ - 8988 ´Î²é¿´
ÓÐÁ½¸öÎÊÌâÐèÒªÇë½Ì£º
µÚÒ»£¬
xtabond2×öϵͳGMMµÄʱºò ·ÇÔ±äÁ¿ÖͺóÆڵŤ¾ß±äÁ¿ÈçºÎдÈë³ÌÐòÖУ¿
µÚ¶þ£¬ÔÚ¡¶How to Do
xtabond2¡·ÖÐP41£º
If w1 is strictly exogenous, w2 is predetermined but not strictly ...
2012-4-28 11:21 - dzÏĻĶ¬ - Stataר°æ
xtabond2ÖÐÉèÖÃʱ¼äÐéÄâ±äÁ¿µÄÎÊÌâ
7 ¸ö»Ø¸´ - 3748 ´Î²é¿´
1¡¢ÈçºÎÉèÖÃʱ¼äÐéÄâ±äÁ¿£¬ÔÚxtanond2Óï·¨ÖÐÈçºÎ¼ÓÈë?
2¡¢¼ÓÈëʱ¼äÐéÄâ±äÁ¿ÎªºÎ»á³öÏÖ¹²ÏßÐÔÎÊÌ⣬ÆäÖм¸¸öʱ¼äÐéÄâ±äÁ¿±»dropµôÁË£¿
3¡¢ÎªÊ²Ã´Ëµ¼ÓÈëʱ¼äÐéÄâ±äÁ¿¿ÉÒÔ·ÀÖ¹ºá½ØÃæÏàÒÀÐÔ?
½±Àø²»¶àÎÊÌâ¶à£¬ºÃÐĵĴó ...
2013-5-1 00:59 - bboyfree - Stataר°æ
xtabond2ÃüÁîÏÂÔØ
5 ¸ö»Ø¸´ - 3251 ´Î²é¿´
stata15£¬ssc install
xtabond2 Ò»Ö±ÏÔʾÁ¬½Ó³¬Ê±£¬finditÖ®ºóÏÂÔØÒ²²»³É¹¦£¬ÓÐûÓдóÀпÉÒÔÌṩһÏÂÏÂÔØÎļþ°¡
2020-8-31 11:00 - Ï«³¿ÙâκÈýÉú - Stataר°æ
stata xtabond2°²×°°üÇóÖú
2 ¸ö»Ø¸´ - 3529 ´Î²é¿´
ÇóÖúÇóÖú£¬×î½üʹÓö¯Ì¬Ãæ°åÄ£ÐÍ£¬ÐèҪʹÓÃ
xtabond2ÃüÁ²ÉÓø÷ÖÖ·½Ê½°²×°£¨ssc install ºÍ findit£©¾ùÏÔʾ³¬Ê±£¬ÄÄλ´óÉñÓÐÆä°²×°°üÇë·¢ÎÒһϣ¬Ð»Ð»
2020-8-30 01:38 - xinxinbo - Stataר°æ
Çë½ÌʹÓÃxtabond2ʱ³öÏÖ´íÎóÌáʾ
5 ¸ö»Ø¸´ - 3249 ´Î²é¿´
±¾ÈËÓÃSTATA×ö»Ø¹éʱ£¬Ê¹ÓÃÃüÁ
xtabond2 dguchan l.dguchan l2.dguchan l(0/1).(dxiaoshou) l(0/2).(dcaizhengzhi) dxiaodai yr2009, gmm(l.dguchan l2.dguchan) iv(yr2009 Ddaik, passthru) nolevel robust ...
2016-4-28 21:37 - haoyun010 - Stataר°æ
xtabond2ÃüÁîÒ»¶¨Òª¼Ó±»½âÊͱäÁ¿ÖͺóÏîÂð£¿
7 ¸ö»Ø¸´ - 2018 ´Î²é¿´
xtabond2ÃüÁîÒ»¶¨Òª¼Ó±»½âÊͱäÁ¿ÖͺóÏîÂ𣿱ÈÈ磬
xtabond2 ii cc5 lnx5 x7 z3 lnz4 lnzz7 lnz9 i.year , gmm(cc5 z3 lnz4 ,lag(0 1)) iv(i.year lnx5 x7 lnzz7 lnz9 ) twostep Õâ¸öÃüÁîûÓмÓl.ii ÊDz» ...
2021-1-20 10:12 - njf1749044 - Stataר°æ
xtabond2ÖбäÁ¿Ñ¡ÔñÎÊÌâ
1 ¸ö»Ø¸´ - 780 ´Î²é¿´
ÏëÇóÖúһϸ÷λÀÏʦ£¬ÔÚ¿´ÂÛÎĵÄʱºò·¢ÏÖѧÕßÃÇ»á×ö¼¸¸ö²»Í¬±»½âÊͱäÁ¿µÄÄ£ÐÍ·½³Ì£¬²¢±ê×¢³ö½á¹û£¬²»»á±ê×¢¸÷ÖÖ±äÁ¿µ
ÄÑ¡Ôñ¡£ÄÇôÕ⼸¸öÄ£ÐÍ·½³ÌµÄ¹¤¾ß±äÁ¿¡¢ÄÚÉú±äÁ¿µÈÊÇÈ·¶¨²»±äµÄÂ𣿻¹ÊǸü»»±»½âÊͱäÁ¿»òÒýÈëÖͺó ...
2021-3-3 14:48 - ÁùС»·°®³ÔËÖ - Stataר°æ
¶¯Ì¬Ãæ°åÏëÓÃxtabond2ÃüÁî½øÐÐϵͳGMM¹À¼Æ
1 ¸ö»Ø¸´ - 3519 ´Î²é¿´
Ä£ÐÍΪ£ºExportijt = ¦Á0 + ¦Á1 exportijt-1 + ¦Á2 iprjt + ¦Á3 ima + ¦Á4 dis + ¦Á5 pop + ¦Á6ex + ¦Á7gdp +¦Çj+¦Ët+¦Åijt
¦ÇjΪδ¹Û²âµ½µÄ¹Ì¶¨Ð§Ó¦£¬¦ËtΪδ¹Û²âµ½µÄʱ¼äЧӦ¡£ºËÐĽâÊͱäÁ¿Îªipr
1£©ÏëÓÃxtabond ...
2019-5-21 21:01 - °²¾²- - Stataר°æ
xtabond2ÃüÁî½á¹ûÖÐARÁ½Ðж¼ÊÇ¿ÕµÄ
2 ¸ö»Ø¸´ - 915 ´Î²é¿´
ÈçÌ⣬ÏÔʾµÄArellano-Bond test Á½Ðж¼Êǿյģ¬ÇëÎÊÊÇÄÄÀï³öÁËÎÊÌâÄØ£¿»òÕßÕâ¸öÊDZØÐëµÄÂ𣿿ÉÒÔÖ»¿´ÏÂÃæµÄ¼ìÑéÂ𣿴úÂ룺drop if year2001
drop if assets_total==0
drop if ROA_annual==0
drop if RD_spending ...
2020-12-28 12:57 - ´ó¼ÒºÃ¹þ¹þ¹þ¹þ¹þ¹þ - Stataר°æ
Çë½ÌһЩxtabond2ÃüÁîµÄÎÊÌâ
4 ¸ö»Ø¸´ - 1483 ´Î²é¿´
ÎÒ¿´µ½¹Ù·½¸ø³öµÄÃüÁîÀïÓÐL(0/1).w£¬»òÕßL(1/2).w£¬ÕâÀïµÄ(1/2)ÊÇʲôÒâ˼£¿»¹ÓÐÈçºÎÈ·¶¨½âÊͱäÁ¿ÄÄЩÊÇÄÚÉúµÄÄÄЩÊÇÍâÉúµÄ£¿
2019-11-10 14:33 - _ʱ«i - Stataר°æ
xtabond2 omitted
0 ¸ö»Ø¸´ - 963 ´Î²é¿´
´ó¼ÒºÃÎÒÔÚÔÚ¶¯Ì¬Ãæ°åÊý¾ÝµÄʱºòÓÃ
xtabond2ÃüÁîʱÓÐÁ½ÄêµÄÐéÄâ±äÁ¿±» omitted µô¡£ 1ÇëÎÊÕâÊÇΪʲô°¡ Ôõô½â¾öÄØ£¿ 2.iv£¨£©ÒªÇóÌîдÍâÉú±äÁ¿¡£ÎÒ°ÑÐéÄâ±äÁ¿·ÅÔÚÕâÀï¡£°ÑÆäËûµÄ±äÁ¿¶¼·ÅÔÚ gmm£¨£©Àï¿ÉÒÔÂ𣿠ÒòΪÎÒ ...
2020-11-20 00:35 - Nuliguan - Stataר°æ
bugs in xtabond2
0 ¸ö»Ø¸´ - 778 ´Î²é¿´
1. instrument no. differs when using gmm(x) v.s. gmm(x, eq(level) gmm(x, eq(dif))
2. orthogonal option
http://repec.org/usug2019/Kripfganz_uk19.pdf
2020-9-14 20:59 - ÑàÓïÄØà«lhy - Stataר°æ
xtabond2ÒýÈëÍâÉúiv twostep
9 ¸ö»Ø¸´ - 4338 ´Î²é¿´
³¹µ×°Ü¸ø
xtabond2ÁË£¬Ïò´ó¼ÒÇó½Ì£º
×î³õµÄÄ£ÐÍY=b1*K+b2*L+b3*EX+b4*Yeardummy+b5*Citydummy+e (EXÒ²ÊÇÐéÄâ±äÁ¿£¬Ã¿¸ö¸öÌåÿÄêÖµ²»Í¬)
Ñù±¾ÊÇ3Äê1500µÄ¸öÌåµÄÊý¾Ý£¬»¹ÓÐÒ»¸öÊÇ3Äê2000¸öÌåµÄÊý¾Ý£¬ÎÒ°ÑËûÁ©ºÏ²¢ºó ...
2010-4-28 12:55 - LindaËï - Stataר°æ
xtabond2ºÍxtdpdsysµÄÇø±ð
16 ¸ö»Ø¸´ - 29038 ´Î²é¿´
¿´µ½Ì³×ÓÉÏÓÐÈËÌáÎÊ£¬¼¯ÖÐÁË¡¶How to do
xtabond2¡·Roodman (2009)µÄһЩÌÖÂÛºÍ×Ô¼º×öÄ£Ð͹ý³ÌÖеÄһЩ»ýÀÛ£¬¼òÒª×öÁ˸ö×ܽᡣ
1£©×î´óµÄÇø±ðÊÇ£¬
xtabond2½«ÍâÉú±äÁ¿£¨ivÖиø³ö£©µÄÖͺóÏîÒ²×÷ΪÁËlevel equatio ...
2013-12-1 12:39 - ghzstudio - Stataר°æ
xtabond2½á¹ûͨ²»¹ýÔõô½â¾ö
3 ¸ö»Ø¸´ - 1700 ´Î²é¿´
ÃüÁî
xtabond2 llrr l(1).llrr lv lr ldr lnsize car raa ctir gr fair mr,gmm( llrr ,lag(2 3)) noleveleq twostep robust small
ÆäÖÐllrrÊÇ´û¿îËðʧ׼±¸½ðÂÊ£¬ÆäÖͺóÒ»½×Ó¦¸ÃÊÇÕýÏà¹Ø£¬½á¹ûÈ´¸ºÏà¹Ø£¬ÓëÊÂʵ²» ...
2020-4-24 15:50 - »á³É¹¦µÄ - Stataר°æ
xtabond2 »Ø¹é½á¹û·ÖÎö
5 ¸ö»Ø¸´ - 2966 ´Î²é¿´
ÎÒ×î½üÔÚrepliacte James R. Brown 2011µÄÂÛÎÄ£¬ÈçͼËùʾÕâÊǸÃÂÛÎĵĻعé½á¹û
ÎÒÓõÄÊÇ
xtabond2
»Ø¹é´úÂ룺
xi:
xtabond2 RD l.RD l.RDsquare l.MB SalesGwth Cashflowrd l.Cashflowrd StkIssue ///
l.StkIssue ...
2020-3-19 17:50 - k67490 - Stataר°æ