Downloads

dpd98zip.zip
ZIP | 352.01 KB
DPD98 for Gauss is a programme written in Gauss by Arellano and Bond to estimate dynamic panel data models using GMM.
Authors

Stephen Bond

Research Fellow Centre for Monetary and Financial Studies (CEMFI)
Manuel is a Research Fellow of the IFS and a Professor of Econometrics at CEMFI, Madrid.
Resource details
- Publisher
- IFS
Suggested citation
Arellano, M and Bond, S. (1998). DPD for Gauss. London: IFS.
More from IFS
Understand this issue

Gender norms, violence and adolescent girls’ trajectories: Evidence from India
24 October 2022

Do tariffs work?
We discuss the economic consequences of tariffs, why governments use them, and whether they actually achieve their intended goals.
23 January 2025

What is this government’s ‘theory of growth’? Nobody knows
"Shifting the performance of an entire economy requires a long-term, consistent and persistent direction." Paul Johnson writes for the Times.
20 January 2025
Policy analysis

ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
We develop novel methods for estimation and filtering of continuous-time models with stochastic volatility and jumps using so-called Approximate Bayesian Compu- tation which build likelihoods based on limited information.
12 August 2014

Assessing the economic benefits of education: reconciling microeconomic and macroeconomic approaches
This CAYT report discusses the strengths and limitations of several approaches to assessing the effect of education on productivity.
14 March 2013

Misreported schooling, multiple measures and returns to educational qualifications
We provide a number of contributions of policy, practical and methodological interest to the study of the returns to educational qualifications in the presence of misreporting.
1 February 2012
Academic research

Prediction sets and conformal inference with censored outcomes
This paper provides estimation methods of such prediction sets given observed conditioning covariates when 𝑌 is censored or measured in intervals.
21 January 2025

Individual welfare analysis: Random quasilinear utility, independence and confidence bounds
We introduce a novel framework for individual-level welfare analysis.
13 December 2024

Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Building on Bierens (1990), we propose penalized maximum statistics and combine bootstrap inference with model selection.
13 December 2024