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st: IV in panel

From   Vincenzo Lombardo <>
To   "" <>
Subject   st: IV in panel
Date   Fri, 21 Jul 2006 14:55:07 +0100

dear all,
i am figuring out wheter using or not IV in a random effect model for my panel dataset; for fixed effect there tests for overidentification and endogeneity, but i did not find any for the Random effect model..
have you some ideas on how to proceed?
what i did up to know is to apply standard hausman-type test on the two models; the RE with IV and the RE without IV and then testing which of the two is more efficient or consistent with hausman this procedure correct?


Vincenzo Lombardo
University of Sussex, Dept. of Economics
University of Napoli Parthenope, DSE
12 Canfield Road
BN2 4DN Brighton - UK
tel. (UK):++44(0)7765991711
tel. (ITALY):++393284164302
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