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FW: st: Test for Strict Exogeneity after FD
From
Foly Ananou <[email protected]>
To
Stata <[email protected]>
Subject
FW: st: Test for Strict Exogeneity after FD
Date
Sat, 19 May 2012 12:33:00 +0000
Dear Lukas,
Can U explain how u are trying to run the test on stata ? ? May Be
knowing what u have tried, we could be able to give some suitable
answer.
Thx.
Foly Ananou
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> > From: [email protected]
> > Subject: st: Test for Strict Exogeneity after FD
> > Date: Sat, 19 May 2012 11:37:19 +0200
> > To: [email protected]
> >
> > Dear all,
> >
> > I am using Stata 11.2.
> >
> > I am working on panel data with just two time periods and applied
> first-differencing to compute a FD-estimator. In Wooldridge (2002):
> Econometric Analysis of cross-section and panel data, page 285 I came
> across a very appealing way to somehow run the hausman test after FD to
> test for strict exogeneity. However, after trying for ages, I do still
> not know how to do that in Stata.
> >
> > My question is: How do I test for strict exogeneity (via Hausman or
> elsewise) after running FD? What is the command?
> >
> > Thank you so much for your help!
> >
> >
> > #
> > Lukas Borkowski
> >
> >
> >
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
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