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st: re: newey, F


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: re: newey, F
Date   Fri, 19 Mar 2010 17:42:52 -0400

<>

Thanks, I incorrectly assumed that ivreg2 could not be used with panel data.

It can be used in that context if you are not concerned about unobserved heterogeneity. You shouldn't use the bw(auto), though; we probably should disable that option when the data are a panel. But explicitly choosing an appropriate bw() should work fine.

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


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