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
Search found 4 matches
- Wed Jul 01, 2009 2:16 pm
- Forum: Econometric Discussions
- Topic: Help on F-stat in first stage of TSLS
- Replies: 3
- Views: 5916
- 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...
- 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!
- 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...