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st: maxlags in ivreg and xtivreg

From   David Granlund <>
Subject   st: maxlags in ivreg and xtivreg
Date   Wed, 17 May 2006 14:21:02 +0200

Hi everyone,

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!

David Granlund

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