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

st: XTIVREG


From   Giorgio Ricchiuti <ricchiuti.g@tiscali.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: XTIVREG
Date   Tue, 30 Mar 2004 22:30:19 +0200

Dear all,
 
I've been applying a panel gravity model of this kind:
 
xtreg trade gdp pop rer, fe
 
with an obvious simultaneous bias. GDP and POP are my endogenous variables and I'd like to instrument them with their lags. Hence, I think that my command has to be
 
xtivreg trade rer (gdp pop = L.gdp L.pop),fe
 
is it correct? how does it work? Are you sure that I've been instrumenting GDP with L.GDP and POP with L.POP?
thanks a lot
Giorgio
 
 



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