Dear all,
I'm quite a beginner with Stata and i'm trying to run a Hausman taylor
regression. However, taking some (plausible) time-invariant variables as
endogeneous results in outrageous parameter estimates for these variables.
Nevertheless, the over-identification test suggests that instrumenting these
variables has improved the model. Does anyone have an idea what the problem
could be? I understand there is no option to correct for heteroskedasticity
and autocorrelation. Does anyone know how to do it manually?
Cheers,
Julia
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