xtabond2: questions on appropriateness of using a time dummy together with firm-constant time effects and on industry fixed effects as iv()

[Izabel Alves]

Error.

[Izabel Alves]

#[/CODE]xtabond2 Clw l.Clw Famp Crisis_dmy dmy_1 c.l.Clw#c.Famp#c.dmy_1 Nww Cw Lvw Mk1w Cfw Szw , gmm(Clw, lag (2 2)) gmm(Famp Nww Cw Lvw Mk1w Cfw Szw dmy_1 , lag (2 2) eq(d)) iv (i.StEconumber Crisis_dmy, eq(level)) two robust ortho small[/CODE]

[Izabel Alves]

#

xtabond2 Clw l.Clw Famp Crisis_dmy dmy_1 c.l.Clw#c.Famp#c.dmy_1 Nww Cw Lvw Mk1w Cfw Szw , gmm(Clw, lag (2 2)) gmm(Famp Nww Cw Lvw Mk1w Cfw Szw dmy_1 , lag (2 2) eq(d)) iv (i.StEconumber Crisis_dmy, eq(level)) two robust ortho small

[Izabel Alves]

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