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st: IV and AR(1)


From   Marie-Claire Robitaille-Blanchet <marie-claire.robitaille-blanchet@uwa.edu.au>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: IV and AR(1)
Date   Mon, 20 Jun 2011 09:38:14 +0800

Dear Statalisters,

I would like to estimate an instrumental variable model with autoregressive process of order one [AR(1)]. Is there any command in Stata that allows to do both IV and AR(1) ?

I am using an unbalanced panel dataset.

Many thanks in advance,

Marie-Claire Robitaille

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