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st: IVregression


From   "Philip Rego" <philip.rego@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: IVregression
Date   Wed, 5 Apr 2006 21:33:05 +0530

Hi,
I want to estimate a model of this sort.
Y=constant+c1(z)+c2(z-square)+c3(z-cubed)+error
I want to use IV-reg approach where lag of Z (i.e lag of Z, lag of
z-square, lag of z-cube) are the exogenous variable. My question:
in stata i am writing command like this:

ivreg y independent variable (z z-square z-cubed=lag of Z, lag of
z-square, lag of z-cube)

Is it right?
In this way, even z-square's predictors are lag of Z, lag of z-square,
lag of z-cube and so also for z-cubed.

is it ok.
best,
philip

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