Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Bulent Koksal <email@example.com>
Thu, 7 Jul 2011 16:10:33 +0300
I have panel data and I estimate a model as follows:
.xtivreg2 y1 x1 x2 (y2= l(1 2).y2), fe bw(45) robust
Basically I would like to have HAC errors and I am also using
instruments for y2.
Assume that y2 is not endogoneous. If I estimate
.xtivreg2 y1 x1 x2 y2 , fe bw(45) robust
do I still get HAC errors in a panel framework? Thank you.
* For searches and help try: