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st: How do I specify linear restrictions and AR(1) in xtivreg or xtivreg2
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From | 
 
David Granlund <[email protected]> | 
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To | 
 
[email protected] | 
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Subject | 
 
st: How do I specify linear restrictions and AR(1) in xtivreg or xtivreg2 | 
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Date | 
 
Fri, 21 Apr 2006 14:30:29 +0200 | 
Hi!
Is it possible to specify linear constraints and/or to allow the 
disturbance term to be first-order autoregressive when estimating 
panel-data models with some endogenous right-hand-side covariates? I would 
like to specify restrictions that some parameters are product of other 
parameters, for example that B3 = B1 B2.
Thank you in advance for your help!
Regards,
David Granlund
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