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Re: st: xtabond question
You might want to have a look at David Roodman's -xtabond2-. It is more
flexible in the specification of equations than -xtabond-. Just
from within Stata and the rest is self-explanatory.
Hope this helps.
> 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
> 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
> but I cannot find in the xtabond command an option that would allow
> me to do
> Could someone help ?
> 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
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark Schaffer
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
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