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st: serial correlation and instrumental variables


From   Philomela@gmx.net
To   statalist@hsphsun2.harvard.edu
Subject   st: serial correlation and instrumental variables
Date   Mon, 14 Sep 2009 16:18:14 +0200

Dear all,


I have a panel data set. Price is endogenous and instrumented using -xtivreg in a linear functional form.
I suspect serial correlation: 

I used xtserial for the regression without instruments and detected autocorrelation: 
1. Is there a way to combine the commmands -xtivreg and -xtregar? 
2. Can one test directly for autocorrelation when using xtivreg?

Sorry for asking this question again, but i am really stuck with this problem...
 
Thank you for any  comments!
Philio

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