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  • Endogeneity test

    Hello everyone,
    I hope you are doing well.

    Statement of the problem:
    -I have long panel (6 groups near 100 months) with heteroskedasticity and serial correlation.
    -I have used xtpcse commands to check my hypotheses.


    Question:

    is there any statistical tools (in addition to logic) to check for endogeneity in this case?
    which command should I use?

    Thank you in advance.

    Best Regards,
    Michael

  • #2
    Any idea? Can anyone help?

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