Bias reduction for dynamic nonlinear panel models with fixed effects

[Salma Gallas]

Hello,
I am working on a fixed effects probit model, with a dependent variable which presents the probability of crisis with binary value, for the other independent variables, I have the same banking crisis variable but delayed, so I get an omitted variable that I need to correct (HAHN et al 2011), so I would like to know the valid STATA command to correct my estimate.
thank you.

[Salma Gallas]

Hello,
I am working on a fixed effects probit model, with a dependent variable which presents the probability of crisis with binary value, for the other independent variables, I have the same banking crisis variable but delayed, so I get an omitted variable that I need to correct (HAHN et al 2011), so I would like to know the valid STATA command to correct my estimate.
thank you.

[Sebastian Kripfganz]

As far as I know, there is no such Stata code available. You may have to contact the authors directly.

Aside from that: Please notice that you posted in the subforum for Mata queries. You have a higher chance of getting help in time with this kind of question when posting in the General subforum.

Also, please provide full references when referring to a research article. Otherwise, many readers won't know which paper you have in mind.

[Salma Gallas]

hello,
thanks for all these recommendations, so I will contact the authors of the article in question, since this command cannot be found. thanks a lot.