R help - Nov 2012 - Can pgmm in the plm package include additional endogenous variables?

Dear R-Users,

 

I am using pgmm in the plm package to estimate a dynamic models with panel
data. Besides the lagged dependent variable, I also have some other
endogenous variables. Does the pgmm have an argument that allows me to
specify these endogenous variables and their instruments? I didn't find this
argument in the description and online.

 

Thank you very much for your help!

 

Ruiqing

 


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