st: IVREG2 - Lag instruments

["Min Y. Tan" <mtan@learnlink.emory.edu>]

Hi 

I would like to use all possible lagged values as instruments, does anyone know
how to implement this in IVREG2?
The problem is the panel is unbalanced, and if i specify the lagged variables,
i lose firms who do no have as long a time-series.

Thank you

minyen

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