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Re: st: xtivreg


From   "Mark Schaffer" <[email protected]>
From   Pedro Juan Garc�a Teruel <[email protected]>
To   [email protected]
To   "Statalist" <[email protected]>
Subject   Re: st: xtivreg
Subject   st: xtivreg
Date   Wed, 28 May 2003 12:56:23 +0100

Date sent:      	Wed, 28 May 2003 13:32:43 +0200
Send reply to:  	[email protected]

> command xtivreg, fe. Could be use one lagged values of regressors as
> valid instrument?

Short question, BIG literature, short answer: maybe, it depends on 
the application/model/data/etc.  A good place to start reading is the 
manual entry on -xtabond-, which may in any case be the estimation 
technique you want to use.

Hope this helps.

--Mark

>             Thanks for the help in advance,
>             Pedro J
>             
>             
>  
> ******************************************************************* 
>             Pedro Juan Garc�a Teruel 
>             Departamento de Organizaci�n de Empresas y Finanzas 
>             �rea: Finanzas 
>             Facultad de Econom�a y Empresa 
>             Universidad de Murcia 
>             Campus Universitario de Espinardo 
>             30100 Murcia. Spain.
>             Telefono: +34968367828 /// Fax: +34968363792 
>             � 
>             E-mail: [email protected] 
>  
> ******************************************************************* � 
>             
> 
> 
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert

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