How to do Xtabond2: An Introduction to Difference and System GMM in Stata

By G. David Roodman, M. Arellano, Christopher F. Baum, Michael A. Clemens, Francisco J. Ciocchini, Decio Coviello. 2006

10,404 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e3725150f83b6d8bc568845b5920e06eac6241bd

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In Economics and Econometrics

Citations in the corpus

Technology and employment: Mass unemployment or job creation? Empirical evidence from European patenting firms (2018, methodology): “…on the validity of the chosen instruments.26 Since a high instrument count may imply a downward bias in the two-step GMM-SYS standard errors (see Roodman, 2009b, pp. 140–141), to be on the safer side we opted for a one-step methodology; however, a robustness check using a two-step methodology…”
Where does energy R&D come from? Examining crowding out from energy R&D (2012, background): “little change in the resultswhen treating the laggeddependent variable as exogenous, suggesting that dynamic panel bias is small given the large number of time series observations available to us (Roodman, 2009).”
Information Asymmetry and Market Power in the African Banking Industry (2017, methodology): “Within the framework of this inquiry, we prefer the Roodman (2009ab) extension of Arellano and Bover (1995) because it has been documented to: (i) account for cross-sectional dependence and (ii) restrict over-identification or instrument proliferation (see Love & Zicchino, 2006; Baltagi, 2008;…”
Financialisation and Income Inequality in OECD Nations:1995-2007 (2012, neutral): “GMM estimators are particularly apt for panel analyses in the presence of independent regressors that are not strictly exogenous, fixed unit effects, and individual-specific patterns of heteroskedasticity and serial correlation (Roodman, 2006).”
Pork Barrel Politics in Postwar Italy, 1953-1994 (2008, positive): “25For both one and two steps, we use Stata’s xtabond2 program documented in (Roodman 2006).”
How significant is energy efficiency to mitigate CO2 emissions? Evidence from OECD countries (2018, background): “18 For details of this discussion, see e.g., Baltagi (2008), Filippini (2011), Nickell (1981) and Roodman (2009).”