Dear all.
When I use xtabond2 or xtdpdgmm command,how can we distinguish endogenous variable, exogenous variable and predetermined variable?In Sebastian Kripfganz's PPT of London Stata Conference, he wrote
strictly exogenous, E[uit | xi0, xi1, . . . , xiT ] = 0,
weakly exogenous / predetermined, E[uit | xi0, xi1, . . . , xit] = 0,
endogenous, E[uit | xi0, xi1, . . . , xi,t−1] = 0.
In my opinion,predetermined variable shoulb be E[w_it,e_is]!=0 for s<t, but E[x_it,v_is]=0 for all s>=t. Endogenous variable should be E[x_it,e_is]!=0 for s<=t.
How can I distinguish endogenous variable, exogenous variable and predetermined variable?
Best regards!
Raymond Zhang
When I use xtabond2 or xtdpdgmm command,how can we distinguish endogenous variable, exogenous variable and predetermined variable?In Sebastian Kripfganz's PPT of London Stata Conference, he wrote
strictly exogenous, E[uit | xi0, xi1, . . . , xiT ] = 0,
weakly exogenous / predetermined, E[uit | xi0, xi1, . . . , xit] = 0,
endogenous, E[uit | xi0, xi1, . . . , xi,t−1] = 0.
In my opinion,predetermined variable shoulb be E[w_it,e_is]!=0 for s<t, but E[x_it,v_is]=0 for all s>=t. Endogenous variable should be E[x_it,e_is]!=0 for s<=t.
How can I distinguish endogenous variable, exogenous variable and predetermined variable?
Best regards!
Raymond Zhang
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