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st: maxlags in ivreg and xtivreg
Is wonder if there is some way to specify a varying number of lags in
ivreg, ivreg2, xtivreg or xtivreg2. More precisely, I have three endogenous
variables that I instrument whit their lags and I would like to use all
available lags, like one can do in xtabond. Do someone know any way this
can be done?
Thank you in advance for your help!
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