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Re: st: Testing for endogeneity with xtabond


From   "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for endogeneity with xtabond
Date   Fri, 18 Jun 2004 10:52:15 +0100

Mario,

From:           	M Quagliariello <mq102@york.ac.uk>
To:             	<statalist@hsphsun2.harvard.edu>
Subject:        	Re: st: Testing for endogeneity with xtabond
Date sent:      	Fri, 18 Jun 2004 10:35:25 +0100
Send reply to:  	statalist@hsphsun2.harvard.edu

> Dear Mark and Surajit,
> Thank you very much for your suggestions.
> 
> Mark you are right my variables C) are regressors, but I am not using
> xtabond2 (just xtabond).

-xtabond2- is a program by David Roodman that does everything that 
xtabond does, plus some more.  You should check it out.

Cheers,
Mark

> I will try to proceed as you suggest (putting the same instruments in
> the 2 models....provided xtabond allows me to do that!).
> 
> Surajit, if I understand correctly -dmexogxt- compares an IV model and
> an OLS model. But I suspect the OLS model is always inconsistent when I
> have the lagged dependent variable in my equation.
> 
> Thanks again,
> 
> Mario
> 
> 
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

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