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st: moving average in the error structure


From   "[windows-1252] \"C. Münch\"" <C.Munch@student.uva.nl>
To   statalist@hsphsun2.harvard.edu
Subject   st: moving average in the error structure
Date   Mon, 29 Jun 2009 12:16:19 +0200

Dear Stata users,

I am working with a fixed effect model and I have a moving average of 4
years in my error structure.

Is there any way to correct for the moving average and at the same time
also use fixed effects plus an instrumental variable?

Many thanks for any help!!

Claudia


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