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st: IV regression with time invariant instrument


From   daniele curzi <dancurzi@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: IV regression with time invariant instrument
Date   Wed, 9 May 2012 14:38:04 +0200

Dear Statalist,

I have to run an IV regression with fixed effects for a panel. The problem
is that one of the instrument that I have to use is time-invariant, so in
the first stage it is automatically omitted. I read something about the
command xthtaylor, but it produces a random effect estimation.
I cannot use the ivreg command with dummies for the group variable (id)
because they exceed the maximum number allowed.

Someone could give me any suggestion?

Thank tou very much

D.
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