Hi, I am interested about testing endogeneity (reverse casuality)
without any instrument variables.
My situation is that I have one dependent variable and five
independent variables. I made them as a panel (fixed effects) and done
regression –xtreg-
Now can you tell me what test should I use to control endogenity or
possibility that dependent varialbes affects one of five independent
variables.
Four independent variables are numeric and one is dummy variable.
Thanks a lot for any help!
Boris
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