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st: xtabond2 and endogenous variable
From
wangpan110 <[email protected]>
To
[email protected]
Subject
st: xtabond2 and endogenous variable
Date
Wed, 1 Dec 2010 05:51:45 -0800 (PST)
Dear everyone, is there anyone to help me about the xtabond2 expression?
Yit =Yit-1 +X1it +X1it-1 +X1it-2 +X2it +X2it-1 +X2it-2 + ui+vit
1) if Yit-1 and X1it-2 are endogenous, should I use the command:
xtabond2 Y L.Y L(0/2).(X1 X2), gmm(L.Y L(0/2).X1) iv (L(0/2).X2)
2) if Yit-1 and X1it-2 are endogenous, but X2it-2 is predetermined, should I
use the command:
xtabond2 Y L.Y L(0/2).(X1 X2), gmm(L.Y L(0/2).X1 L2.X2) iv (L(0/1). X2)
any help is appreciated
Pan
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