I got this to run.
Error messages on twostep estimator unavailable, so this is onestep.
Error messages on twostep estimator unavailable, so this is onestep.
Code:
xtendothresdpd LnPer L.LnPer TRADE FDI , thresv(DEBT ) stub(enr) pivar( DEBT ) dgmmiv( LnPer ) vce(robust) grid(10)
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