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Re: st: constant variable as IV in panel?


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: constant variable as IV in panel?
Date   Thu, 23 Jun 2011 08:29:25 -0400

Matthias Opfinger <opfinger@vwl.uni-hannover.de>:
In such a case, you are using only between variation, and it is more
intellectually honest to run a cross-sectional regression for one
point in time, or possibly to compute a long difference using a pair
of years (estimating a cross-sectional regression in changes rather
than in levels), depending on which assumptions are more plausible
(plausibility comes from theory not from the data).

On Thu, Jun 23, 2011 at 5:22 AM, Matthias Opfinger
<opfinger@vwl.uni-hannover.de> wrote:
> Hi everyone,
>
> I want to estimate a panel model with observations on approx. 90 countries
> for five points in time between 1980 and 2005. However, one of my
> explanatory variables is endogeneous. The only possible instrument is a
> variable on climatic zones. So it would be the same for each country over
> all points in time. How can I put this into my model? Do I just put the same
> value for each country over all the points in time and then use xtivreg?
>
> Best
> Matthias
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