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| From | Mauricio Vargas <jpmauricio.vargas@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Pooled Data with Autoregressive error term and Endogenous Variable |
| Date | Tue, 10 Jul 2012 12:10:39 -0400 |
Dear all, I'm running a panel data regression with autoregressive error term (Ar(1)) using xtpcse command. However there is some evidence that some rhs variables could be endogenous. I would like to use some IV procedure such as 2sls, but it is not possible with xtpcse. And ivreg2 does not accept autoregressive error terms. Is there some command I'm missing? Thanks in advance for your help. -- --------------------------------------------------------------------------------- Mauricio Vargas * * 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/