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st: xtabond question


From   afernandes@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   st: xtabond question
Date   Mon, 25 Oct 2004 18:27:08 -0400

Dear Stata users

I am using xtabond to estimate a model. My results for the m2 test indicate that
I cannot reject the presence of 2nd order serial correlation in the differenced
residuals.
I would like to estimate my model using as instruments only lags of order 3 or
above for the endogenous variable and the explanatory predetermined variables
but I cannot find in the xtabond command an option that would allow me to do
that.
Could someone help ?

Thanks
Ana
_______________________________________________________________

Ana Margarida Fernandes
Development Research Group
The World Bank, MC3-363
1818 H Street, N.W.
Washington D.C. 20433, U.S.A.
Telephone: +1-202-473-3983
Fax: +1-202-522-3518
Web-site: http://www.worldbank.org/research/growth
_______________________________________________________________

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