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st: panel IV binary endogenous

From   bob bob123456789 <>
Subject   st: panel IV binary endogenous
Date   Wed, 21 Apr 2010 11:53:33 -0400

I'm trying to estimate the following model with low T panel data:

Dit=1( ( a1*Rit+a2*X1+k1*t+wi+e1it)>0)


That is, R is a continuous endogenous variable, both series have linear
trends and random effects,  and D is binary.

Can you tell me are xtivreg or ivprobit appropriate for this model? If not,
can you suggest another model? Can X1 or X2 include lags?

The most relevant discussion I can find is on the listserver dates back to

I appreciate any help anyone can provide. Thanks.
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