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st: RE: Choice of bw() in ivreg2


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Choice of bw() in ivreg2
Date   Tue, 26 Apr 2011 00:42:09 +0100

Luciano,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Luciano Borgoglio
> Sent: 25 April 2011 18:44
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Choice of bw() in ivreg2
> 
> Dear Statalisters:
> 
> How do I choose the bandwith (bw()) option in ivreg2?

Why not use the automatic bandwidth selection option: -bw(auto)- ?

--Mark

> There's evidence of autocorrelation in the disturbances of 17th order.
> Then is 17 a good candidate?
> 
> Thank you all.
> 
> Luciano
> 
> 


-- 
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.


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