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st: RE: xtabond


From   "Marco Shiva" <mshiva@sbs.gob.pe>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtabond
Date   Tue, 25 Feb 2003 08:51:38 -0500

i think including maxldep(3) in the estimation command is what you asked for because if you do not specify maxldep stata uses the complete set of instruments as described in Arellano & Bond

Marco

-----Mensaje original-----
De: iezzi@stat.unibo.it [mailto:iezzi@stat.unibo.it]
Enviado el: Martes, 25 de Febrero de 2003 04:24 a.m.
Para: statalist@hsphsun2.harvard.edu
Asunto: st: xtabond


Hello everybody,


I've got a simple question for you.
I should apply xtabond for estimating a dynamic panel data model, but I'd like 
to use the dependent variable lagged 'till three times as an instrument.
What command do I have to use with xtabond to do that?
Thanks a lot.

Stefano 

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