Center for Global Development - Academic Profile

Publications

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

David Roodman

The difference and system generalized method-of-moments estimators, developed by Holtz-Eakin, Newey, and Rosen (1988, Econometrica 56: 1371–1395); Arellano and Bond (1991, Revie...

2009 The Stata Journal Promoting communica... 8740 citations

A Note on the Theme of Too Many Instruments<sup>*</sup>

David Roodman

Abstract The difference and system generalized method of moments (GMM) estimators are growing in popularity. As implemented in popular software, the estimators easily generate i...

2009 Oxford Bulletin of Economics and Stat... 4666 citations

Affiliated Researchers

David Roodman

Center for Global Development

Institution Info

Type: nonprofit
Country: US
Publications: 2
Citations: 13,406

External Links

Identifiers

ROR: https://ror.org/0068yvd12