XTABOND2: Stata module to extend xtabond dynamic panel data estimator

By G. David Roodman. 2003

380 citations recorded by the source corpus.

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Citations in the corpus

The Job Creation Effect of R&D Expenditures (2012, unknown): “10 Data processing was carried out using Stata 11, and GMM estimations were conducted using the routine xtabond2; see Roodman (2005) for details.”
Corporate trade credit and inventories: New evidence of a trade-off from accounts payable and receivable (2009, methodology): “We excluded 13All our regressions are performed in Stata using the command xtabond2 developed by Roodman (2005).”
Financial Integration, Investment, and Economic Growth: Evidence from Two Eras of Financial Globalization (2010, methodology): “4 We use the Stata “xtabond2” routine implemented by Roodman (2005) with the one-step robust estimator.”
Naturally Negative: The Growth Effects of Natural Disasters (2014, methodology): “For differenced and systems GMM, we collapse available instruments to limit instrument proliferation and use the Windmeijer finite sample correction (Roodman, 2009).”
Does Aid for Education Educate Children? Evidence from Panel Data (2006, background): “Even though Cassen (1986) and White (1998) called for a disaggregated analysis of aid, the heterogeneous nature of aid has received only limited attention in the empirical literature.”
Testing the Principle of "Growth of the Fitter": The Relationship between Profits and Firm Growth (2005, methodology): “This Hansen J statistic is the (robust) minimized value of the two-step GMM criterion function, whereas the Sargan statistic is the minimized value of the one-step GMM criterion function ( Roodman, 2005 ).”