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Just to be complete this is my equation: Dividendyield in year t= dividendyield t-1+ age+ age*dummy+size+size*dummy+... and so on

Dear guys I am doing research about the difference in dividend policy between the usa and europe. My problem is the following: I want to do a dynamic programming model: GMM and I want to use a dummy variable, but eviews (my dummy takes the following values: 1 for europe and 0 for usa) keeps giving m...