st: maxlags in ivreg and xtivreg

[David Granlund <david.granlund@econ.umu.se>]

Hi everyone,

Is wonder if there is some way to specify a varying number of lags in 
ivreg, ivreg2, xtivreg or xtivreg2. More precisely, I have three endogenous 
variables that I instrument whit their lags and I would like to use all 
available lags, like one can do in xtabond. Do someone know any way this 
can be done?

Thank you in advance for your help!

Regards,
David Granlund


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