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st: Re: xtabond - lags of the instruments

From   "Rodrigo A. Alfaro" <[email protected]>
To   <[email protected]>
Subject   st: Re: xtabond - lags of the instruments
Date   Mon, 25 Sep 2006 19:01:25 -0400

The question is not clear... you want to use only a specific lag?  For 
lag t-4?? in this case you should try -ivreg- or -ivreg2- and follow mostly
the same idea of Anderson-Hsiao estimator.

On the other hand, you could say specific number of lagSSS... and there is
not diferent of maximum if your dataset is balanced.


----- Original Message ----- 
From: "Ana Lacerda" <[email protected]>
To: <[email protected]>
Sent: Monday, September 25, 2006 6:44 AM
Subject: st: xtabond - lags of the instruments

Dear all,

In the xtabond command the option maxldep allows to set the MAXIMUM number
of lags of the predetermined variables that can be used as instruments. Is
it possible to set a SPECIFIC lag?

Thanks in advance,


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