Hi,
I want to estimate a panel model (fe) with t>n and want to control for
contemporaneous correlation via GLS (and for serial correlation within
groups). Moreover, I have two endogenous regressors. If I make 2sls by hand
via xtgls with the option panel(correlated), I will get biased standard
errors. If I make 2sls with ivreg or ivreg2 I cannot control for
contemporaneous correlation. Does anyone know how to handle this proplem in
Stata?
Thanks!
Aleksandra Riedl
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/