Mario,
From: M Quagliariello <[email protected]>
To: <[email protected]>
Subject: Re: st: Testing for endogeneity with xtabond
Date sent: Fri, 18 Jun 2004 10:35:25 +0100
Send reply to: [email protected]
> Dear Mark and Surajit,
> Thank you very much for your suggestions.
>
> Mark you are right my variables C) are regressors, but I am not using
> xtabond2 (just xtabond).
-xtabond2- is a program by David Roodman that does everything that
xtabond does, plus some more. You should check it out.
Cheers,
Mark
> I will try to proceed as you suggest (putting the same instruments in
> the 2 models....provided xtabond allows me to do that!).
>
> Surajit, if I understand correctly -dmexogxt- compares an IV model and
> an OLS model. But I suspect the OLS model is always inconsistent when I
> have the lagged dependent variable in my equation.
>
> Thanks again,
>
> Mario
>
>
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Prof. Mark E. Schaffer
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Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
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