[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: autocorrelation and endogeneity

From   "Yu-Luen Ma" <>
To   <>
Subject   st: autocorrelation and endogeneity
Date   Thu, 22 May 2008 16:25:38 -0500

I would like to run a model that correct for both endogeneity and autocorrelation. Does the command ivreg2 with gmm2s robust cluster(id) supports the estimation of autocorrelation-robust covariance matrix and standard errors? I assume that the combination of robust and cluster(id) does that. If not, could anyone suggest a command that would correct for autocorrelation? Thanks.

*   For searches and help try:

© Copyright 1996–2022 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index