st: xtabond

["Antonio Rodrigues Andres" <ara@sam.sdu.dk>]

Hi everybody
I am using xtabond to estimate a dynamic panel data model. I want to use
lagged values of Y as instruments. There is an option named maxldep().
Assume that I want to use only y(i,t-2). If I specify maxldep(3), STATA
uses yt-1 yt-2 yt-3 as instruments of Dy(i,t-1)

Any thoughts
thanks
Antonio 
 

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