Hello people, I have a panel data of 9 firms for a period of 11 years with no missing data. In 2017, a new policy was introduced which affects all nine firms. I want to assess the policy on the nine firms so I have 7 explanatory variables including a dummy for when the policy was introduced.
Is it okay to use arellano-bover/blundell-bond model If my data has 9 firms and 11 years?
Any other model of econometrics book anyone can recommend on models
Thank you
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