Hello everyone,
to not take from ure time much, im trying to run Two-step system GMM and i dont know how to write the command.
My data :
Independent variable : Y
Explanatory variables : L.Y X1 X2 X3 C1 C2 C3 C4 + year dummies
Endogenous variables : X1 X2 X3
Instrumental variables : IV1 IV2 IV3 L.X1 L.X2 L.X3
Does heteroscedasticity exist : YES
Kindly write me the command
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