我在做关于国际贸易重力模型的研究。已经用FEM测试出了所有的time-variant variables,但是HT test reject 了REM,所以,现在我剩下time-invariant variables, 例如 distance, common language dummy and adjancency需要测试。我要用HT estimator,我在STAT中输入的命令是:xthtaylor LX RER Lan AD LDist, endog (Lan) constant (Lan LDist AD)。" 我用RER 作为Lan的IV。
请问,这个命令的输入对不对?STATA给的提示是:“There are no time-varying endogeneous variables in the model. If you have those variables specified, they may have been removed due to collinearity.”请问可能是什么问题呢?如果HT test 不行,还有什么别的方法可以的到consistent的time-invariant variables' estimator?
请大家赐教!万分感谢!