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st: xtlsdvc: endogenous vs. predetermined regressors


From   "Porter, Burt" <rbporter@iastate.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtlsdvc: endogenous vs. predetermined regressors
Date   Tue, 16 May 2006 08:49:03 -0500

When estimating a dynamic panel model using xtlsdvc with an unbalanced
panel, is it possible to:

- specify a subset of regressors as predetermined rather than strictly
exogenous?
- specify the maximum lags of the regressors to be used as instruments?

I realize both of these are possible with xtabond2, but am unsure how to
implement with xtlsdvc or the effect on the bias correction.

Thank you in advance

Burt Porter



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