Dear Stata users:
I would like to estimate a dynamic panel model, such as that performed by
-xtabond2- or -xtdpdsys-, with potentially endogenous regressors. However,
my dependent variable is a non-negative count that exhibits over-dispersion.
My sample consists of approximately 75 units, observed over 8 time periods
(after losing 2 time periods to lags).
I am wondering if anyone knows of a Stata routine to estimate such a model?
Any advice will be greatly appreciated.
Robert J Fornango, PhD
Chief Executive Officer
F1 Analytics LLC
www.f1analytics.com
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