[R] pgmm (Blundell-Bond) sample needed)

Dear Ivo, dear list, (see: Message: 70 Date: Thu, 26 Mar 2009 21:39:19 + From: ivo...@gmail.com Subject: [R] pgmm (Blundell-Bond) sample needed) I think I finally figured out how to replicate your supersimple GMM example with pgmm() so as to get the very same results as Stata. Having

[R] pgmm (Blundell-Bond) sample needed

Dear Ivo, please find below some answers to your pgmm-related questions. ## Was: Message: 70 Date: Thu, 26 Mar 2009 21:39:19 + From: ivo...@gmail.com Subject: [R] pgmm (Blundell-Bond) sample needed To: r-help r-h...@stat.math.ethz.ch Message-ID

[R] pgmm (Blundell-Bond) sample needed

Dear R Experts--- Sorry for all the questions yesterday and today. I am trying to use Yves Croissant's pgmm function in the plm package with Blundell-Bond moments. I have read the Blundell-Bond paper, and want to run the simplest model first, d[i,t] = a*d[i,t-1] + fixed[i] + u[i,t] . no