I would like to estimate a Dynamic Common Correlated Effect model under cross-sectional dependce using GMM.
Is this estimation possible using one of the alternative commands xtdcce2, xtcce , xtdpdgmm ?
I have been through the details of the commands but it is not clear about this option.
Is this estimation possible using one of the alternative commands xtdcce2, xtcce , xtdpdgmm ?
I have been through the details of the commands but it is not clear about this option.
