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  • GMM Stata ask me to put the instrumental variable

    I am using gravity model for the trade analysis. I had read some literature and find out that there are many methods for the estimation such as fixed effect, random effect, GMM etc. I am going to used GMM as it address both the issues heterosekdesticy and auto correlation, while apply the GMM Stata ask me to put the instrumental variable but I don’t have any instrumental variable, when I search about this problem on some forum that advised me to put all dependent variable as instrumental variable.

    gmm (Trade - {xb: GDPi GDPj distance _cons}), instruments(GDPi GDPj distance)

    I need your valuable suggestion on that
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