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st: Doubt when estimating dynamic panel with predetermined variable


From   "[ISO-8859-1] Fernando Terrés" <fernando.terres@upc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Doubt when estimating dynamic panel with predetermined variable
Date   Mon, 23 Nov 2009 10:26:44 +0100

Is it possible to instrument the level equation with lagged residuals in 
first differences using Stata 10 with either xtdpd or xtabond2? This 
technique is used in the example of Arellano's "Panel data 
econometrics", pgs. 167 and 169 (using predetermined instruments for the 
errors in levels).
Thanks in advance,
Fernando

-- 
Fernando Terres
Lecturer. PhD candidate
CERPIE/Research
Universitat Politecnica de Catalunya
Diagonal, 647 - 10
08028 Barcelona (Spain)
+34.934.010.708
fernando.terres@upc.edu
http://cerpie.upc.edu


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