Hello netizens of Stata forum.
I have a panel of 13 countries and 8 years. I tried with the GMM but the results are not satisfactory because the number of instruments is always higher than the number of groups even if I drastically reduce the number of regressors.
What are the appropriate estimation methods to simultaneously control endogeneity, heteroscedasticity, autocorrelation and fixed effects in Stata?
Endogeneity, heteroscedasticity, autocorrelation and fixed effects are the problems in my data.
Thank you
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