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Re: st: xtabond2


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: xtabond2
Date   Fri, 6 Dec 2013 08:47:39 +0000

This is the third posting. Please review policy on repeats at
http://www.stata.com/support/faqs/resources/statalist-faq/#noanswer

and note also that we ask that you spell out where user-written
programs you refer to come from.

If no-one answers this, then sorry, but there it is.

Nick
njcoxstata@gmail.com


On 6 December 2013 04:45, Marius Rebane <dzpr3301@hotmail.com> wrote:
> Hi,
> I have a question about correct syntax for xtabond2. I would need to use instruments that are lagged levels (two periods) of the dependent variable (A), and two independent variables (B and C) for the differenced equation, and lagged difference (one period) for the level equation; strictly exogenous variable E is instrumented by itself in the differences equation. How shall I specify it correctly?
>
> xtabond2 A l.A B C E, gmm (A B C, lag(1), equation (level), A B C, lag(2), equation (diff)) iv (E) twostep??
>
> Many thanks in advance,
> Marius
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