Hello
I want to estimate a two-stage GMM difference model with an Dummy area , what command should I use? Because the coefficients of the Dummy variable become omitted, and I know that in the difference model, the individual effects disappear, and I have an ISI article that did this.
I want to estimate a two-stage GMM difference model with an Dummy area , what command should I use? Because the coefficients of the Dummy variable become omitted, and I know that in the difference model, the individual effects disappear, and I have an ISI article that did this.