st: re: binary variables and ivreg2

[Kit Baum <baum@bc.edu>]

Nicola said

(can you move to some panel methods which don't need instruments,  
like fixed effects or -xtabond-?)


The Arellano-Bond estimator and variants thereof are instrumental  
variables estimators, and you must specify the instruments to run - 
xtabond-, -xtabond2-, xtdpdsys- etc.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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