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st: xtabond

From   "Antonio Rodrigues Andres" <>
To   <>
Subject   st: xtabond
Date   Sun, 02 May 2004 22:27:17 +0200

Hi everybody
I am using xtabond to estimate a dynamic panel data model. I want to use
lagged values of Y as instruments. There is an option named maxldep().
Assume that I want to use only y(i,t-2). If I specify maxldep(3), STATA
uses yt-1 yt-2 yt-3 as instruments of Dy(i,t-1)

Any thoughts

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