[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: xtlsdvc: endogenous vs. predetermined regressors
When estimating a dynamic panel model using xtlsdvc with an unbalanced
panel, is it possible to:
- specify a subset of regressors as predetermined rather than strictly
exogenous?
- specify the maximum lags of the regressors to be used as instruments?
I realize both of these are possible with xtabond2, but am unsure how to
implement with xtlsdvc or the effect on the bias correction.
Thank you in advance
Burt Porter
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/