i think including maxldep(3) in the estimation command is what you asked for because if you do not specify maxldep stata uses the complete set of instruments as described in Arellano & Bond
Marco
-----Mensaje original-----
De: [email protected] [mailto:[email protected]]
Enviado el: Martes, 25 de Febrero de 2003 04:24 a.m.
Para: [email protected]
Asunto: st: xtabond
Hello everybody,
I've got a simple question for you.
I should apply xtabond for estimating a dynamic panel data model, but I'd like
to use the dependent variable lagged 'till three times as an instrument.
What command do I have to use with xtabond to do that?
Thanks a lot.
Stefano
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