Hello everybody,
I have data for a small number of countries (12) and a large number of observations for each of them (500).Therefore I am facing the problem to have a dataset with large T and small N. My right hand side variables are expected to be endogenous so I am looking for a dynamic approach to solve this issue.I would like to know which is the best procedure in stata to proceed (xtreg with fixed effects, xtabond...)
Thanks in advance
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