I would take a look at -ivreg2- on SSC.
Scott
----- Original Message -----
From: "Andrea Molinari" <[email protected]>
To: <[email protected]>
Sent: Thursday, February 05, 2004 7:44 AM
Subject: st: Heteroscedasticity and endogeneity in panel
> 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!
>
> Thanks,
> Andrea Molinari
>
>
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