I am estimating a GLS random-effects for panel data using the xtivreg
STATA command. I have two endogenous variables. However, in my
specification these two endogenous variables are affected by a different
set of exogenous variables. STATA takes the exogenous variables affecting
the first endogenous variable as regressors for the second endogenous
variable. I would like to know what I can do to restrict the estimation of
the first endogenous variable with ONLY the exogenous variables specified
in the command (one of them is the other endogenous variable).
Thank you,
Felipe Targa
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