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  • Panel Data: Persistence in endogenous variables

    Hi all,

    Does Blundell Bond (BB) work when there is a serial correlation in one or more of the endogeneous variables? Can someone please explain why? BB uses difference in variables to instrument level instruments, but if the variable is persistent, a lot of delta values will be zero or close to zero in many time periods.

    Will I have to use any additional stata command for serial correlation issue?

  • #2
    Duplicate of http://www.statalist.org/forums/foru...nous-variables

    Please see that thread for discussion to date.

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