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st: GMM and systems of structural equations
I have this model:
This model is a panel data with 5 thousands individuals in 10 years. If
this is not a system, I could estimate for arellano an bond, but the problem
arise when I need to use a systems endogenous equations. So, my doubt is if
is there a program which it permits to use a arellano and bond and systems
endogenous equations for panel estimation?
Could someone help in this subject?
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