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Thanks so much for the answers and hints to my question. Since my panel data is not a dynamic data, I wonder "xtdpd-", "-xtdpdsys-", "-xtabond-" and "-xtabond2-", are there any other command used for GMM estimation?
"I have two instrumental variables to instrument one endogenous
variable in a panel dataset, and the pagan and hall test indicates that
there is heteroskedasticit for the two instrumental variables(IV)
estimation, then GMM method is required to obtain the efficient estimators.
So what's the command of GMM estimation for Panel dataset? I have tried
"xtivreg gmm", but it doesn't work."