Quick question for GMM if my ar(1) : is 0.027 , and Ar(2) is 0.199 then does that mean I should do the GMM with two lags? My GMM model was xtabond2 `depvar’ L.`depvar’ D_carbon lnGDP D_tariffrate D_nrrents, gmm (L.`depvar, collapse ) is (ghpindex Kyoto ) twostep robust . Where the D_vars are variables that have been differenced due to unit root.
In gmm style instruments( ) we use endogenous variable...how much lags of a endogenous variable could be used....only 1 or 2 or 3 could be used?please clear it
Sir, can you please make a video on changing the endogenous and exogenous variables, the terms lag4,2 etc, how to reach to the perfect model? Maybe a full tutorial on understanding two step GMM. I randomly ran more than 300 command, but couldn’t seem to figure it out for my model.
In your model, the coefficient of lag of dependent variable is with negative sign but it is insignificant. My question is that, is it necessary for lag of dependent variable introduced as independent variables should be significant and negative ? or we can keep it even if it is not coming significant ?
i am working on a research. I can not write down my GMM code on stata. Can anyone give me the code for below variables? Dependent variables are :- OP ROA ROE TQ and independent variables are:- LnAdv LR IR DR NPL Size. Please someone provide me a code for two step GMM.
Respected sir, i am facing different type of problem when put this command ...error show and say tha "Unknown egen function sum" can u helps me , how i can solve this problem , can you join meeting on zoom , or can you share your email by that i can conatcts to u. Regards,
you are a king, this video saved my life
Офигеть. Я думал, что слушаю какого-то индийца, а потом увидел Алишмана Файзулаева. Респект!
spasibo)
in GMM we include lag dependent variable to make is dynamic. can we add more than one lags to make our model diagnostics acceptable??
Quick question for GMM if my ar(1) : is 0.027 , and Ar(2) is 0.199 then does that mean I should do the GMM with two lags? My GMM model was xtabond2 `depvar’ L.`depvar’ D_carbon lnGDP D_tariffrate D_nrrents, gmm (L.`depvar, collapse ) is (ghpindex Kyoto ) twostep robust . Where the D_vars are variables that have been differenced due to unit root.
In gmm style instruments( ) we use endogenous variable...how much lags of a endogenous variable could be used....only 1 or 2 or 3 could be used?please clear it
Sir, can you please make a video on changing the endogenous and exogenous variables, the terms lag4,2 etc, how to reach to the perfect model? Maybe a full tutorial on understanding two step GMM.
I randomly ran more than 300 command, but couldn’t seem to figure it out for my model.
Same happens with me
thank you i will
In your model, the coefficient of lag of dependent variable is with negative sign but it is insignificant. My question is that, is it necessary for lag of dependent variable introduced as independent variables should be significant and negative ? or we can keep it even if it is not coming significant ?
is it always the dependent variable who's endogenous?
Can you please tell me when you write gmm(........,lag(.4)), what does this lag(.4) mean?
while I am giving "xtabond2" command, STATA showing unrecognized command, Is any another way to do a Two-step system GMM in STATA
you first need to install it. you can do it by typing this command . ssc install xtabond2
Sir, please I need your paid service for the GMM method. How can I get connected
Me too, please
a.faizulayev@kimep.kz
i am working on a research. I can not write down my GMM code on stata. Can anyone give me the code for below variables? Dependent variables are :- OP ROA ROE TQ
and independent variables are:- LnAdv LR IR DR NPL Size. Please someone provide me a code for two step GMM.
please can i get a help in running my model
Respected sir, i am facing different type of problem when put this command ...error show and say tha "Unknown egen function sum" can u helps me , how i can solve this problem , can you join meeting on zoom , or can you share your email by that i can conatcts to u.
Regards,
endorse please guide
what was the command ?
@@ghoussounhacheni1438 xtabonds2 with one lag or two lag
@@sadiaashraf9812 whats ur field of research
?