Dear all,
I have a panel data set. Price is endogenous and instrumented using -xtivreg in a linear functional form.
I suspect serial correlation:
I used xtserial for the regression without instruments and detected autocorrelation:
1. Is there a way to combine the commmands -xtivreg and -xtregar?
2. Can one test directly for autocorrelation when using xtivreg?
Sorry for asking this question again, but i am really stuck with this problem...
Thank you for any comments!
Philio
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