Dear Statalisters,
I am trying to estimate a model in panel data, but which has both
heteroscedastic variances and an endogeneity problem. I was wondering
whether there would be a suitable model to do this at once. I also need to
test for both of these.
My dataset is unbalanced, and it has a big N (420 individuals) and a
relatively smaller T (22 years).
I would really appreciate any suggestions!
Thanks,
Andrea Molinari
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