Hi all,
I am estimating a dynamic model where the lagged values of the dependent
variable are specified as predictors.
This leads to typical endogeneity problem.
So far, I have used system-GMM to handle it but I would like to use
xtmixed method to address the nested structure of the data.
The question is:
Is there code that I can use to handle endogeneity while using xtmixed?
Thanks,
Sundar
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
