Burt
> 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?
No, to the best of my knowledge there are no estimators for
bias-approximations available for this case, although there
are some theoretical results in this direction.
> - specify the maximum lags of the regressors to be used as instruments?
I guess you are referring to the instruments for the IV-GMM estimators
used to initialize the procedure. The answer is again no, I'm afraid.
It is in the agenda, however.
More details on the proceudre and references can be found in my SJ paper:
http://ideas.repec.org/a/tsj/stataj/v5y2005i4p473-500.html
or in its wp version:
http://ideas.repec.org/p/cri/cespri/wp165.html
Giovanni
(author of xtlsdvc)
--
Giovanni S.F. Bruno
http://ideas.repec.org/e/pbr136.html
Istituto di Economia Politica, Universit� Bocconi
Via U. Gobbi, 5, 20136 Milano
Italy
tel. + 02 5836 5411
fax. + 02 5836 5438
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
