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FW: st: Test for Strict Exogeneity after FD


From   Foly Ananou <anofos@hotmail.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   FW: st: Test for Strict Exogeneity after FD
Date   Sat, 19 May 2012 12:33:00 +0000

 Dear Lukas, 
 Can U explain how u are trying to run the test on stata ? ? May Be  
 knowing what u have tried, we could be able to give some suitable  
 answer. 
 Thx. 
 Foly Ananou 



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>  > From: LukasBork@hotmail.com 
>  > Subject: st: Test for Strict Exogeneity after FD 
>  > Date: Sat, 19 May 2012 11:37:19 +0200 
>  > To: statalist@hsphsun2.harvard.edu 
>  > 
>  > Dear all, 
>  > 
>  > I am using Stata 11.2. 
>  > 
>  > I am working on panel data with just two time periods and applied  
> first-differencing to compute a FD-estimator. In Wooldridge (2002):  
> Econometric Analysis of cross-section and panel data, page 285 I came  
> across a very appealing way to somehow run the hausman test after FD to  
> test for strict exogeneity. However, after trying for ages, I do still  
> not know how to do that in Stata. 
>  > 
>  > My question is: How do I test for strict exogeneity (via Hausman or  
> elsewise) after running FD? What is the command? 
>  > 
>  > Thank you so much for your help! 
>  > 
>  > 
>  > # 
>  > Lukas Borkowski 
>  > 
>  > 
>  > 
>  > 
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