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st: AR1 regression with instruments

From   Tom Prusa <>
Subject   st: AR1 regression with instruments
Date   Fri, 11 Feb 2005 14:59:06 -0500

I want to run a AR1 regression where I also instrument for one of the right-hand side variables. Neither prais nor ivreg does what I want. Anyone have a suggestion? Am I overlooking a command?

Thanks in advance for your thoughts,

- Tom

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