Paul,
Date sent: Wed, 11 Jun 2003 19:03:39 +0200
To: [email protected]
From: Paul Ngobo <[email protected]>
Subject: st: lagged effects with STATA
Send reply to: [email protected]
> Dear all,
> Can someone tell the appropriate procedure for testing a dynamic model with
> lagged effects of the independent variables that controls for endognenity
> through IV, and for serial correlation. Can I use the xtivreg
> procedure for that???
If it's panel data you're analyzing, the xt estimation command to
look at is -xtabond-.
--Mark
>
> Thanks in advance
>
> Paul Ngobo
> University of Angers (France)
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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
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*
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