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st: IVREG2 - Lag instruments


From   "Min Y. Tan" <mtan@learnlink.emory.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: IVREG2 - Lag instruments
Date   Tue, 16 Nov 2004 17:24:51 -0500

Hi 

I would like to use all possible lagged values as instruments, does anyone know
how to implement this in IVREG2?
The problem is the panel is unbalanced, and if i specify the lagged variables,
i lose firms who do no have as long a time-series.

Thank you

minyen

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