st: how do you decide the bandwith for "kernel=Bartlett; bandwidth" bw(#) when using xtivreg/ivreg2/xtivreg2

[Ken Ning <kenscholar2008@gmail.com>]

Hello all,

how do you decide the bandwith for "kernel=Bartlett; bandwidth" bw(#)
when using xtivreg/ivreg2/xtivreg2?

In Mark's xtivreg2, bw(auto) Automatic bandwidth selection is not
available. how do you decide the bandwidth?

many thanks

Ken

futher information

http://www.stata.com/statalist/archive/2010-02/msg00338.html

SEs that are robust to autocorrelated across-panel disturbances
>
> Following Thompson (2009), cluster-robust and kernel-robust
> SEs can be combined and applied to panel data to produce SEs
> that are robust to arbitary common autocorrelated
> disturbances.  This can also be combined with 2-way
> clustering to provide SEs and statistics that are robust to
> autocorrelated within-panel disturbances (clustering on panel
> id) and to autocorrelated across-panel disturbances
> (clustering on time combined with kernel-based HAC).
kernel-based autocorrelation-consistent (AC) and
heteroskedastic and autocorrelation consistent (HAC) standard errors and
covariance estimation
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