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st: re: binary variables and ivreg2

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: binary variables and ivreg2
Date   Mon, 3 Sep 2007 07:47:25 -0400

Nicola said

(can you move to some panel methods which don't need instruments, like fixed effects or -xtabond-?)

The Arellano-Bond estimator and variants thereof are instrumental variables estimators, and you must specify the instruments to run - xtabond-, -xtabond2-, xtdpdsys- etc.

Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

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