Ana,
You might want to have a look at David Roodman's -xtabond2-. It is more
flexible in the specification of equations than -xtabond-. Just
findit xtabond2
from within Stata and the rest is self-explanatory.
Hope this helps.
--Mark
Quoting [email protected]:
> Dear Stata users
>
> I am using xtabond to estimate a model. My results for the m2 test
> indicate that
> I cannot reject the presence of 2nd order serial correlation in the
> differenced
> residuals.
> I would like to estimate my model using as instruments only lags of
> order 3 or
> above for the endogenous variable and the explanatory predetermined
> variables
> but I cannot find in the xtabond command an option that would allow
> me to do
> that.
> Could someone help ?
>
> Thanks
> Ana
> _______________________________________________________________
>
> Ana Margarida Fernandes
> Development Research Group
> The World Bank, MC3-363
> 1818 H Street, N.W.
> Washington D.C. 20433, U.S.A.
> Telephone: +1-202-473-3983
> Fax: +1-202-522-3518
> Web-site: http://www.worldbank.org/research/growth
> _______________________________________________________________
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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