Instrumental Variables

[Aamir Khan]

Hello Experts,
I am employing GMM approach on dynamic panel model. There are three endogenous variables, so how many instruments i need to use and further can i use the lags of the endogenous variables as instruments. Thanks

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.
See: https://www.stata-journal.com/articl...article=st0159