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st: Extending -dmexogxt- to -xtivreg, fd-?
I'm trying to extend -dmexogxt- to -xtivreg, fd-, and I've run into a
weird issue: when I plug the residuals from the first-step regression
into -xtivreg, fd-, I get an error message saying that the series for
the residuals was not found, even though the series does exits in the
dataset. This only happens with -xtivreg, fd-. It does not happen when I
replace -xtivreg, fd- with -xtivreg, fe-, -regress-, or -xtreg-.
Can anyone explain what is going on? I was wondering in particular
whether the authors of -dmexogxt- had tried to extend -dmexogxt- to
-xtivreg, fd-, and whether they had run into this issue.
Thanks a lot.
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