I would like to ask if xtabond allow us to declare a predetermined variable without asking stata to estimate its contemporaneous coefficient (just in case some endogenity problem exist or remains). For example:
xtabond y l(1/2).x pre(w,lag(2,1)) lags(2).... could yield us to the following simplified screen: (x: exogenous covariates)
Y
LD
L2D
X=>We ask stata not to estimate D1, just LD & L2D using "l(1/2).x"
LD
L2D
W=>Can we include the predetermined W variable without having to estimate D1?
D1=***
LD
L2D
Thanks
Marco Shiva
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