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st: shord dynamic panel: xtlsdvc or ivreg2?


From   "sistoand80" <sistoand80@libero.it>
To   "stata statta" <statalist@hsphsun2.harvard.edu>
Subject   st: shord dynamic panel: xtlsdvc or ivreg2?
Date   Wed, 28 Sep 2005 15:46:09 +0200

Dear Statalisters,
I need to estimate a short dynamic panel (T=6 and N=20). Two possibilities:
(1) lsdvc
(2) ivreg2 with dummies (model in level and lagged dependnet variable instrumented in level with l2.y and l2.X)
What do you suggest?



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