|
|  |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: maxlags in ivreg and xtivreg
David,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> David Granlund
> Sent: 17 May 2006 13:21
> To: [email protected]
> Subject: st: maxlags in ivreg and xtivreg
>
> 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?
The only way to do this is to construct Arellano-Bond-like instruments
by hand. It's do-able, I think, but a hassle, especially if you have to
deal with things like an unbalanced panel structure or missing values.
Good luck!
--Mark
> Thank you in advance for your help!
>
> Regards,
> David Granlund
>
>
> *
> * 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/
>
>
*
* 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/
