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From | Nick Cox <njcoxstata@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
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 njcoxstata@gmail.com On 19 August 2013 16:24, sumaya ali brahim <sumaya.deh@gmail.com> 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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/