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Re: st: AR1 regression with instruments


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AR1 regression with instruments
Date   Sat, 12 Feb 2005 01:14:20 -0000 (GMT)

Tom Prusa wrote:

> I want to run a AR1 regression where I also instrument for one of the
> right-hand side variables.  Neither prais nor ivreg does what I
> want.  Anyone have a suggestion?  Am I overlooking a command?

-xtabond- or -xtabond2-, perhaps?

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

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