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Re: st: LSDVC with small T and small N with Endogenous Regressors
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: LSDVC with small T and small N with Endogenous Regressors
Date
Mon, 19 Aug 2013 19:19:22 +0100
Is -xtlsdvc- what you want? A -search- reveals locations in SJ and SSC
archives. The -xt- prefix is natural given the panel application.
Nick
[email protected]
On 19 August 2013 16:24, sumaya ali brahim <[email protected]> wrote:
> I have a dynamic panel (small N=16 and small T=9) and one endogenous
> regressor. I did use the xtabond2, but know it is biased for small N and T.
> In this case I need the LSDVC (written by Giovanni Bruno) with one
> endogenous regressor..but it looks like it doesn't exist. In particular I
> cannot find: Bruno G., 2006, "A comparison analysis of dynamic panel-data
> estimators in the presence of endogenous regressors"..I did send him
> several emails, but he never replied..
> The question is: does this paper exist or Bruno never published it? and
> apart from this paper, has been the extensions of the LSDVC estimator to
> the case of non-exogenous explanatory variables derived?
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