Hi,
I am trying to model determinants of corporate cash holdings for ~700 firms across 16 years. I have a long list of explanatory variables (10 control variables and 1 variable of interest). For estimating a dynamic panel (through xtdpdgmm/xtabond2), I need to put each explanatory variable in either of these categories: Pre-Determined, Exogenous and Endogenous. I would like to know how do I decide on the category to which a particular explanatory variable belongs. Examples (specially related to Corporate Finance) are most welcome.
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