Hi, I want to estimate an unbalanced panel regression (non-dynamic) using
GMM due to severe endogeneity problems. The only command I find using GMM
for panels is the xtbond for dynamic panel. The xtivreg does not seem to
have a GMM option. Has anyone out there carried out a GMM estimation for
non-dynamic unbalanced panels using STATA 8, and if so, how?
Best,
Signe
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