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st: RE: Choice of bw() in ivreg2
From
"Schaffer, Mark E" <[email protected]>
To
<[email protected]>
Subject
st: RE: Choice of bw() in ivreg2
Date
Tue, 26 Apr 2011 00:42:09 +0100
Luciano,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Luciano Borgoglio
> Sent: 25 April 2011 18:44
> To: [email protected]
> Subject: st: Choice of bw() in ivreg2
>
> Dear Statalisters:
>
> How do I choose the bandwith (bw()) option in ivreg2?
Why not use the automatic bandwidth selection option: -bw(auto)- ?
--Mark
> There's evidence of autocorrelation in the disturbances of 17th order.
> Then is 17 a good candidate?
>
> Thank you all.
>
> Luciano
>
>
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