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Can you explain in more detail what you are trying to do? In SHAZAM there is no command for capturing endogeneity but if you have endogenous regressors then you probably require instrumental variables. See the chapter on GMM.

Can you explain in more detail what you are trying to do? In SHAZAM there is no command for capturing endogeneity in the way you describe, but if you have endogenous regressors then you probably require instrumental variables. See the chapter on GMM.