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st: LSDVC with small T and small N with Endogenous Regressor
From
sumaya ali brahim <[email protected]>
To
[email protected]
Subject
st: LSDVC with small T and small N with Endogenous Regressor
Date
Wed, 7 Aug 2013 14:38:34 +0200
Hi statalisters,
I have a dynamic panel (small N=16 and small T=9) and one endogenous
regressor. I did use the xtabond2, but know it is biased for small N and T.
In this case I need the LSDVC (written by Giovanni Bruno) with one
endogenous regressor..but it looks like it doesn't exist. In particular I
cannot find: Bruno G., 2006, "A comparison analysis of dynamic panel-data
estimators in the presence of endogenous regressors"..I did send him
several emails, but he never replied..
The question is: does this paper exist or Bruno never published it? and
apart from this paper, has been the extensions of the LSDVC estimator to
the case of non-exogenous explanatory variables derived?
Any advise will be really appreciated.
Best regards,
Sumaya
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