在论文
lannery & Rangan, 2006-
*     Flannery, M. J., K. P. Rangan, 2006,
*        Partial adjustment toward target capital structures,
*        Journal of Financial Economics, 79(3): 469-506.
中，
Appendix A.1: Alternative Methods for Dynamic Panel Data
*-IV instruments: MDR[t-1] for D.MDR[t]
   *-IV 估计 (also see: help xtivreg2)
   *-序列相关检验
    preserve
     dropvars cx_* dx_*
     center F_$y MDR, prefix(cx_) //去除个体效应
         center $xx, prefix(dx_)
         gen Lcx_MDR = L.cx_MDR
         qui tab year, gen(yr)
         ivreg2 cx_F_$y (cx_$y=Lcx_MDR) dx_* yr*
     abar  //序列相关检验
         local ar1  = r(ar1)
         local ar1p = r(ar1p)
        restore
   *-IV 估计
    [color=Red] xi: xtivreg F_$y ($y=L.MDR) $xx i.year, fe
     estadd scalar speed = 1 - _b[$y]
     estadd scalar Half_Life = ln(2)/(1-_b[$y])   
         estadd scalar ar1  = `ar1'
         estadd scalar ar1p = `ar1p'
     est store IV_MDR
出现错误：invalid syntax
估计是这段：
*-IV 估计
     xi: xtivreg F_$y ($y=L.MDR) $xx i.year, fe
     estadd scalar speed = 1 - _b[$y]
     estadd scalar Half_Life = ln(2)/(1-_b[$y])   
         estadd scalar ar1  = `ar1'
         estadd scalar ar1p = `ar1p'
     est store IV_MDR  
    请教连老师，谢谢！