Re: st: RE: xtabond machinations

[Danielle H Ferry <dferry@nber.org>]

Salvati, Jean wrote:

> > 2) If x(t) is predetermined instead of endog in my model, 
> > there is no need to instrument for x(t-1) - x(t-2). Will 
> > Stata know this?
> It's your responsibility to tell xtabond whether x is predetermined,
> endogenous, or exogenous. How to do this is explained in the doc. 
> Exogenous regressors can (and should) be used as instruments (for
> themselves). xtabond automatically does that.
Sorry, I should have made that question more clear. Actually I meant 
does Stata know that there is no need to instrument for x(t-1) - x(t-2). 
 Are you saying that Stata will instrument for all regressors?
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