Dear statalisters,
My data is T= 1 to 7. As I am using system GMM, the sample period of estimation is T= 2 to 7. I am using time dummies, and I believe that the number of included dummies should be T-1, i.e. 3 to 7 in my case. However, Stata seems to be able to estimate dummies for periods 2 to 7. I do not understand how this is possible and I am concerned that this is an error. Can someone please advise ?
Grant (1990553567)
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