Hello all, for my master thesis on bank's NPL, after having estimated the determinants of bad loan with Dynamic Panel Model (in particular xtdpdgmm-FOD Difference GMM) I have to apply a fractional dynamic probit since my dependent variable is the percentage of NPL in bank's balance sheet (in the Difference GMM case I have used the logit transformation of the percentage).
Is there any good example of how to use such a model on Stata and also a theoretical paper/slides that explain it?
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