使用系统GMM估计欧拉方程,被解释变量的滞后项和平方项三种表达,结果不同
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(1)直接在模型中使用生成的新序列
gen linn = l.inn
gen linn2 = (linn)^2
xtabond2 inn linn linn2 fah1 cfo debt grow size ebd year2-year12,
gmm(linn linn2,collapse) iv(year2-year12) robust
(2)滞后变 ...
2020-1-5 20:39 - lsz19960814 - Stata专版