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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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