Hi all,
I have a panel data from which I am trying to estimate two equations as a system. Both dependent variables are count variables and I need to lag both of them as well. Both equations have the same independent variables. The relationships will be nonlinear. Someone I talked to has mentioned GMM but I still have no clue how to do it.
Is there a command in Stata that I can use to accomdate all these?
Thank you very much.
Steven
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