Though I know I can run a 2sls FE with xtivreg or ivreghdfe (depending on the number of FE), and I know I can add robust errors, I'm pretty sure that's not exactly a 3sls FE, right? If so, is there a package to perform this that I'm missing? Do I need to perform it manually? I'm also pretty sure just demeaning/addind dummies and then running 2sls isn't quite the same as a 2sls FE, though not sure why.
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