Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Method for first stage, in xtivreg

From   "Daniel Schalling" <>
To   <>
Subject   Re: st: Method for first stage, in xtivreg
Date   Mon, 12 Dec 2011 15:24:04 +0100

Thanks Kit for your thoughts and insights. 
The time variable in my time series panel estimation is from a 60-day
observation, so "real" autocorrelation is likely, due to the short time
interval of one day.
Do you see any other possibility  to include an instrumental variable in a
panel estimation with autocorrelation (in xtregar,re)?

If not, I will use cluster-robust VCE to deal with the problem. Thanks for
this clue and your explanations around my issues. 

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index