Dear Sir/Mam,

I'm a research Scholar doing my PhD in finance domain. My data is secondary data. I'm being suggested to use GMM methods by experts to solve endogeneity and heteroskedasticity problems.

I also want to run mediation analysis to the check the effect of one mediating variable using Stata. The doubt i have is can I include both GMM regression results and mediation results separately in Thesis. Or it must not be done. I'm confused. Kindly Explain. Thank you.