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st: Xtabond2 question


From   TEWODAJ MOGUES <tmogues@students.wisc.edu>
To   levitas@uwm.edu, Stata _ <statalist@hsphsun2.harvard.edu>
Subject   st: Xtabond2 question
Date   Thu, 06 May 2004 17:45:41 -0500

Ed,
I'm not sure what that specific error message means, but try doing the same but take out L.y from the iv( ) bracket, and put it in a gmm( ) bracket. putting it in iv( ) is assuming it's strictly exogenous, which it definitely isn't. 
Tewodaj

~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~
Tewodaj Mogues
Dept. of Agricultural and Applied Economics
University of Wisconsin - Madison
427 Lorch St. #317, Taylor Hall
Madison, WI 53706

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