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RATS program to replicate Arellano-Bond 1991 dynamic panel

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

Abstract

Replication file for Arellano and Bond(1991), "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations", Review of Economic Studies, vol 58, no. 2, 277-97.

Suggested Citation

  • Tom Doan, "undated". "RATS program to replicate Arellano-Bond 1991 dynamic panel," Statistical Software Components RTZ00169, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:rtz00169
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
    as

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    File URL: https://www.estima.com/procs_perl/arellano_bond_restud1991.zip
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    Keywords

    Paper results; GMM; Panel; RATS;
    All these keywords.

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