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st: How do I specify linear restrictions and AR(1) in xtivreg or xtivreg2
From |
David Granlund <[email protected]> |
To |
[email protected] |
Subject |
st: How do I specify linear restrictions and AR(1) in xtivreg or xtivreg2 |
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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