[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: St: Xtabond - inst(varlist) - lags included?
I sent this message twice yesterday, but never received it, so I am sending it again today. My apologies if anyone receives for a third time.
In the description of xtabond, the STATA manual mentions that when selecting the inst(varlist) option these instruments are not differenced before including in the instrument matrix. My question is, are the values of the variables in varlist at time t included in the instrument matrix, or the values of varlist at time t, t-1,…?
Associate Professor of Economics
University of Alabama
Culverhouse College of Commerce & Business Administration
Tuscaloosa, AL 35487-0224
205-348-8967, fax 205-348-0590
* For searches and help try: