Hi,
I am estimated a fixed effects model with lagged explanatory variables (as it is hypothesised the effect of the explanatory variables takes time to feed into the dependant variable). However, due to endogeneity concerns, I would like to estimate the equation using xtabond2. Does anyone know how I the following code would need to be adjusted for xtabond2?
My current code is xtreg logtq nonuk1 logmc2 gearing2 bodsize2 i.year, fe robust
Any help would be greatly appreciated!
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