
From  Kit Baum <baum@bc.edu> 
To  "alessia matano" <alexis.rtd@gmail.com> 
Subject  st: Re: number of lags 
Date  Mon, 28 May 2007 06:49:51 0400 
Dear Kit, I am estimating an IV using lagged values of my independent variables as instruments. if I know that the erros are AR(1), the minimum lag I have to start is 2, or if I put robust cluster(id) is can use also lag(1)?? The equation is exactly identified, so I can not test the validity of instruments Thank you alessia
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