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Re: st: xtabond question


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, afernandes@worldbank.org
Subject   Re: st: xtabond question
Date   Mon, 25 Oct 2004 22:38:02 +0100 (BST)

Ana,

You might want to have a look at David Roodman's -xtabond2-.  It is more 
flexible in the specification of equations than -xtabond-.  Just

findit xtabond2

from within Stata and the rest is self-explanatory.

Hope this helps.

--Mark

Quoting afernandes@worldbank.org:

> 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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> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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