Search found 4 matches

by FOTIS
Wed Jul 01, 2009 2:16 pm
Forum: Econometric Discussions
Topic: Help on F-stat in first stage of TSLS
Replies: 3
Views: 5916

Re: Help on F-stat in first stage of TSLS

Then you for the reply. I will try that.

Just in case that someone will read this post, having had one more look I think that the correct for the Coefficient Tests - Redudand Variables is: (INSTR1, INSTR2) and not the one that I initially posted
by FOTIS
Tue Jun 30, 2009 3:55 pm
Forum: Econometric Discussions
Topic: Help on F-stat in first stage of TSLS
Replies: 3
Views: 5916

Help on F-stat in first stage of TSLS

I run the following model with TSLS. I have panel dataset and I use Random Effects and White cross-section correction LNAFT = C + LNASSETS + STOCK + SINGLE + LIFE + CAPRQ (Eq. 1) I conside CAPRQ endogenous, and I use two instruments so in the "instruments box" I write: C LNASSETS STOCK SIN...
by FOTIS
Sat Jun 27, 2009 1:51 am
Forum: Estimation
Topic: TSLS Instruments
Replies: 2
Views: 5525

Re: TSLS Instruments

Many thanks for the quick reply!
by FOTIS
Fri Jun 26, 2009 5:42 pm
Forum: Estimation
Topic: TSLS Instruments
Replies: 2
Views: 5525

TSLS Instruments

I want to run TSLS with random effects and White cross-section correction. I assume that there is no problem with that. My question is how exactly should I include the instruments? My equation is AFT = C + SIZE + SINGLE + STOCK + LIFE + SUPER + CAP (eq. 1) I want to use the following instruments for...

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