Hi all,
I am posting this again--as I received no response over the memorial day
weekend. Probably got lost in the shuffle.
I am estimating a dynamic model where the lagged values of the dependent
variable are specified as predictors.
This leads to a 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.
I need your help.
The question is:
Is there code that I can use to handle endogeneity while using xtmixed?
Thank you.
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