RATS program to replicate Arellano-Bond 1991 dynamic panel
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Other versions of this item:
- Manuel Arellano & Stephen Bond, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Oxford University Press, vol. 58(2), pages 277-297.
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KeywordsPaper results; GMM; Panel; RATS;
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