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st: single exogenous variable, panel data estimation problem


From   Zhongjin Lu <lvzhongjin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: single exogenous variable, panel data estimation problem
Date   Fri, 10 Apr 2009 16:33:51 -0400

Dear All:
 I have a A simple question with xtivreg2:
I want to run a gmm (re or fe, it doesn't matter to me) regression on
panel data with cross-sectional correlation in error term, that's why
I think the HAC option in Xtivreg2 can solve it.
My question is, I have the following panel data regression:
Y=X*beta+e;
The X is the single and exogenous variable. When I write
the command in STATA, "xtivreg2 y (x=x), fe", it doesn't work! It
seems xtivreg2 need more instruments than endogenous variables? But in
my case, I only have one exogenous variable, what should I do?

Thank you so much.
By the way, it seems, in xtivreg, it doesn't have such requirement.
Since I don't see any formula of xtivreg2, I have no idea about how
does it work.

-- 
___________________________
Zhongjin Lu (Jack)
Master's Candidate, Department of Economics, Duke University
Alumni, Tsinghua University
Cell Phone +1 919 491 1180
zhongjin.lu@duke.edu
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