Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: xtivreg


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
From   Pedro Juan García Teruel <pjteruel@um.es>
To   statalist@hsphsun2.harvard.edu
To   "Statalist" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: xtivreg
Subject   st: xtivreg
Date   Wed, 28 May 2003 12:56:23 +0100

Date sent:      	Wed, 28 May 2003 13:32:43 +0200
Send reply to:  	statalist@hsphsun2.harvard.edu

> command xtivreg, fe. Could be use one lagged values of regressors as
> valid instrument?

Short question, BIG literature, short answer: maybe, it depends on 
the application/model/data/etc.  A good place to start reading is the 
manual entry on -xtabond-, which may in any case be the estimation 
technique you want to use.

Hope this helps.

--Mark

>             Thanks for the help in advance,
>             Pedro J
>             
>             
>  
> ******************************************************************* 
>             Pedro Juan García Teruel 
>             Departamento de Organización de Empresas y Finanzas 
>             Área: Finanzas 
>             Facultad de Economía y Empresa 
>             Universidad de Murcia 
>             Campus Universitario de Espinardo 
>             30100 Murcia. Spain.
>             Telefono: +34968367828 /// Fax: +34968363792 
>               
>             E-mail: pjteruel@um.es 
>  
> *******************************************************************   
>             
> 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/


Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index