International Journal

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

David Malin Roodman

The Stata Journal Promoting communications on statistics and Stata

2009

SAGE Publishing

9780 citations

Article

Estimator (0.85) Generalized method of moments (0.82) Heteroscedasticity (0.80) Econometrics (0.72) Autocorrelation (0.71)

How to do Xtabond2: An Introduction to Difference and System GMM in Stata - Full text available via OpenAlex

David Malin Roodman

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