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st: re: xtivreg2
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: re: xtivreg2
Date
Thu, 7 Jul 2011 09:35:13 -0400
<>
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.
Yes, but I hope you have well more than 45 time series observations in your panel if you're requesting bw(45).
Kit
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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