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question regarding ivreg2:
STATA help says "ivreg2 may be used with time series or panel data, in which
case, the data must be tsset before using ivreg2"
it means that ivreg2 can handle panel data, but: which kind of panel estimator
ivreg2 will deliver??? I assumed that it does a random effect est., indeed, if
i do xtivreg,re on the same data i obtain the same coefficients. Clearly, i
would prefer to use ivreg 2, instead of xtivreg,re, since with the first method
i can utilize a lot of options regarding residuals.
NOTE: i can't use xtivreg2 since xtivreg2 does not deliver re estimator, just
FE or FD!!!
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