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st: xtlsdvc: endogenous vs. predetermined regressors
When estimating a dynamic panel model using xtlsdvc with an unbalanced
panel, is it possible to:
- specify a subset of regressors as predetermined rather than strictly
exogenous?
- specify the maximum lags of the regressors to be used as instruments?
I realize both of these are possible with xtabond2, but am unsure how to
implement with xtlsdvc or the effect on the bias correction.
Thank you in advance
Burt Porter
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