st: re: testing autocorrelation in the FEIV model

[Kit Baum <baum@bc.edu>]

If you can estimate your FEIV model by including explicit dummies,  
use -ivreg2- to estimate the model and -ivactest- to test. See the  
Baum-Schaffer-Stillman 2007 Stata Journal paper re -ivactest-  
(available in preprint form from my website below).

Kit

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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