Dynamic Panel IV in Stata

Описание к видео Dynamic Panel IV in Stata

Adding a lagged dependent variable in a panel regression is very valuable, but also adds a new source of endogeneity bias. Here's one way to deal with it using basic Stata commands.


Link to tutorial for basic IV/2SLS using cross-sectional data:
   • Stata Tutorial: Basics of Instrumenta...  

Комментарии

Информация по комментариям в разработке