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st: Heteroscedasticity and endogeneity in panel

From   "Andrea Molinari" <[email protected]>
To   <[email protected]>
Subject   st: Heteroscedasticity and endogeneity in panel
Date   Thu, 5 Feb 2004 13:44:46 -0000

Dear Statalisters,

I am trying to estimate a model in panel data, but which has both
heteroscedastic variances and an endogeneity problem.  I was wondering
whether there would be a suitable model to do this at once.  I also need to
test for both of these.

My dataset is unbalanced, and it has a big N (420 individuals) and a
relatively smaller T (22 years).

I would really appreciate any suggestions!

Andrea Molinari

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