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st: Re: Heteroscedasticity and endogeneity in panel


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Heteroscedasticity and endogeneity in panel
Date   Thu, 5 Feb 2004 13:31:22 -0600

I would take a look at -ivreg2- on SSC.

Scott


----- Original Message ----- 
From: "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, February 05, 2004 7:44 AM
Subject: st: Heteroscedasticity and endogeneity in panel


> Dear Statalisters,
> 
> I am trying to estimate a model in panel data, but which has both
> heteroscedastic variances and an endogeneity problem.  I was wondering
> whether there would be a suitable model to do this at once.  I also need to
> test for both of these.
> 
> My dataset is unbalanced, and it has a big N (420 individuals) and a
> relatively smaller T (22 years).
> 
> I would really appreciate any suggestions!
> 
> Thanks,
> Andrea Molinari
> 
> 
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