st: How do I specify linear restrictions and AR(1) in xtivreg or xtivreg2

[David Granlund <david.granlund@econ.umu.se>]

Hi!

Is it possible to specify linear constraints and/or to allow the 
disturbance term to be first-order autoregressive when estimating 
panel-data models with some endogenous right-hand-side covariates? I would 
like to specify restrictions that some parameters are product of other 
parameters, for example that B3 = B1 B2.

Thank you in advance for your help!

Regards,
David Granlund


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