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st: xtivreg2


From   Bulent Koksal <bkoksal@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg2
Date   Thu, 7 Jul 2011 16:10:33 +0300

Dear All,

  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.

-- 
Bülent Köksal

--
Bülent Köksal

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