[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: 2sls with contemporaneous standard errors

From   "Aleksandra Riedl" <>
To   <>
Subject   st: 2sls with contemporaneous standard errors
Date   Tue, 3 Jul 2007 13:05:18 +0200


I want to estimate a panel model (fe) with t>n and want to control for
contemporaneous correlation via GLS (and for serial correlation within
groups). Moreover, I  have two endogenous regressors. If I make 2sls by hand
via xtgls with the option panel(correlated), I will get biased standard
errors. If I make 2sls with ivreg or ivreg2 I cannot control for
contemporaneous correlation. Does anyone know how to handle this proplem in

Aleksandra Riedl

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index