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st: Pooled Data with Autoregressive error term and Endogenous Variable
From
Mauricio Vargas <[email protected]>
To
[email protected]
Subject
st: Pooled Data with Autoregressive error term and Endogenous Variable
Date
Tue, 10 Jul 2012 12:10:39 -0400
Dear all,
I'm running a panel data regression with autoregressive error term
(Ar(1)) using xtpcse command.
However there is some evidence that some rhs variables could be
endogenous. I would like to use some IV procedure such as 2sls, but it
is not possible with xtpcse. And ivreg2 does not accept autoregressive
error terms.
Is there some command I'm missing? Thanks in advance for your help.
--
---------------------------------------------------------------------------------
Mauricio Vargas
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