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st: ARIMA with endogenous covariates


From   Ayman Farahat <ayman.farahat@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: ARIMA with endogenous covariates
Date   Tue, 23 Oct 2012 11:11:48 -0700 (PDT)


Hello ; 
I have a time series that i would like to model using ARMA . I also have an endogenous covariate the i can instrument for. 
Is there a way to include endogenous covariates in time series model?
Thanks
Ayman

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