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st: IV in Panel


From   Vincenzo Lombardo <vl30@sussex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: IV in Panel
Date   Thu, 20 Jul 2006 12:58:47 +0100

dear all,
i am trying to figure out if I have to use instrumental variables in a 
panel regression; now, how to look at if the instruments are good?that 
is, they must be correlated with the regressor (endogenous candidate) 
and orthogonal to the errors...then, orthogonal to which errors in the 
panel? the fixed error component, the random one, or the overall?
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