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st: xtivreg2
From
Bulent Koksal <[email protected]>
To
[email protected]
Subject
st: xtivreg2
Date
Thu, 7 Jul 2011 16:10:33 +0300
Dear All,
I have panel data and I estimate a model as follows:
.xtivreg2 y1 x1 x2 (y2= l(1 2).y2), fe bw(45) robust
Basically I would like to have HAC errors and I am also using
instruments for y2.
Assume that y2 is not endogoneous. If I estimate
.xtivreg2 y1 x1 x2 y2 , fe bw(45) robust
do I still get HAC errors in a panel framework? Thank you.
--
Bülent Köksal
--
Bülent Köksal
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