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I sent this e-mail a while ago and I got no reply. I am sort of hoping
that somebody who used this command joined the list in the meantime. sorry
for duplicates but I am sort of getting desperate!!
so any little help will be very appreciated.
> I have a question regarding the xtabond command. I am using:
> xi: xtabond investment_2, lags(1) maxlags(3) pre(sales_k, lag(0,3))
> pre(cash_k, lag(0,3)) diffvars(i.year i.industry)
> I want to add an interaction variable: year*cash_k. Year is a dummy
> variable and cash_k is predetermined. So what i would like is to
> instrument this variable with year*cash_k(lag) etc. Defining it
> predetermined will use (year*cash_k)(lag) which is probably not right.
> is there a way to do this? I will appreciate any help.
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