Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: xtivreg2


From   Bulent Koksal <[email protected]>
To   [email protected]
Subject   st: xtivreg2
Date   Thu, 7 Jul 2011 16:10:33 +0300

Dear All,

  I have panel data and I estimate a model as follows:

.xtivreg2 y1 x1 x2 (y2= l(1 2).y2), fe bw(45) robust
Basically I would like to have HAC errors and I am also using
instruments for y2.

Assume that y2 is not endogoneous. If I estimate

.xtivreg2 y1 x1 x2 y2 , fe bw(45) robust
do I still get HAC errors in a panel framework? Thank you.

-- 
Bülent Köksal

--
Bülent Köksal

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index