连老师,请教一个问题:
动态面板中,需要把因变量滞后项设置为内生变量么?如下:
xtabond ca2 hc1 lnphycaprkna_emp lnfdis05 institution100, lags(1) maxldep(2) pre(lnlabcyp005, lag (0,2)) endogenous(L.ca2, lag (0,1)) endogenous(lnprca, lag (0,1)) twostep vce(robust)
xtdpdsys ca2 hc1 lnphycaprkna_emp lnfdis05 institution100, lags(1) maxldep(2) pre(lnlabcyp005, lag (0,2)) endogenous(L.ca2, lag (0,1)) endogenous(lnprca, lag (0,1)) twostep vce(robust)