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st: IV and AR(1)
From
Marie-Claire Robitaille-Blanchet <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: IV and AR(1)
Date
Mon, 20 Jun 2011 09:38:14 +0800
Dear Statalisters,
I would like to estimate an instrumental variable model with autoregressive process of order one [AR(1)]. Is there any command in Stata that allows to do both IV and AR(1) ?
I am using an unbalanced panel dataset.
Many thanks in advance,
Marie-Claire Robitaille
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