xtdpdgmm Stata program
for efficient generalized method of moments estimation of linear dynamic panel data models has been updated on September 15, 2018. The latest version 1.1.2 allows to incorporate forward-orthogonal deviations and nonlinear moment conditions derived under the assumption of serially uncorrelated and homoskedastic errors.
In the 2018/2019 academic year, I am again teaching the third-year undergraduate module Econometric Analysis (BEE3015) and the postgraduate module Quantitative Research Techniques 1 (BEEM102) at the University of Exeter Business School.
I have presented the
xtseqreg Stata program
at the German Stata Users Group Meeting in Berlin (June 23, 2017) and the UK Stata Users Groups Meeting in London (September 7, 2017). The program has been updated to version 1.2.2 on October 2, 2017. It can be used to estimate two-stage panel data models as described in my paper with Claudia Schwarz on the
estimation of linear dynamic panel data models with time-invariant regressors
A Stata replication file for our empirical results is available as supplementary material.