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st: xtmixed with dynamic panel data


From   "Sundar Bharadwaj" <Sundar_Bharadwaj@bus.emory.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtmixed with dynamic panel data
Date   Fri, 25 May 2007 17:15:09 -0400

Hi all,

I am estimating a dynamic model where the lagged values of the dependent
variable are specified as predictors.
This leads to typical endogeneity problem.
So far, I have used system-GMM to handle it but I would like to use
xtmixed method to address the nested structure of the data.
The question is:
Is there code that I can use to handle endogeneity while using xtmixed?

Thanks,

Sundar

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