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Re: st: lagged effects with STATA


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: lagged effects with STATA
Date   Wed, 11 Jun 2003 18:17:51 +0100

Paul,

Date sent:      	Wed, 11 Jun 2003 19:03:39 +0200
To:             	statalist@hsphsun2.harvard.edu
From:           	Paul Ngobo <Paul.Ngobo@univ-angers.fr>
Subject:        	st: lagged effects with STATA
Send reply to:  	statalist@hsphsun2.harvard.edu

> Dear all,
> Can someone tell the appropriate procedure for testing a dynamic model with 
> lagged effects of the independent variables that controls for endognenity 
> through IV, and for serial correlation. Can I use the xtivreg
> procedure for that???

If it's panel data you're analyzing, the xt estimation command to 
look at is -xtabond-.

--Mark


> 
> Thanks in advance
> 
> Paul Ngobo
> University of Angers (France)
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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
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