Or in other words, how do I run an instrumentals variables panel regression
using xtivreg, but using an estimator without fixed or random effects (since
I am trying to estimate a specification with no individual effects)? Maybe I
should just perform normal 2SLS on the stacked data in this case using reg,
but I am not quite sure I would get the right standard errors in this case.
I would be grateful for any advise, thanks very much in advance.
S.
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