xtdpdgmm Stata program
for generalized method of moments estimation of linear dynamic panel data models has been updated on June 19, 2019. The latest version 2.1.0 has an enhanced capapibility to compute incremental overidentification tests, and it allows to estimate the model with the iterated GMM estimator. The command further allows to incorporate forward-orthogonal deviations as well as nonlinear moment conditions derived under the assumption of serially uncorrelated errors with or without an additional homoskedasticity assumption.
In the 2018/2019 academic year, I was again teaching the final-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.