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st: xtivreg2


From   Viktor Slavtchev <viktor.slavtchev@uni-jena.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg2
Date   Tue, 18 Dec 2007 09:20:42 +0100

Hello Statalisters,
Is it possible to run dynamic panel model with fixed effects using -xtivreg2-? Does it provide a consistent estimator?
I am asking this question because I am aware of the problematic with lagged dependent variable and FE in the standard least squares setting (Nickell bias of order 1/T). The story becomes even more worse if the residuals are serially correlated.
Thanks for any help.
Viktor
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