Can anyone tell me how to impose zero restriction on only one of the endogenous variable in a two-state model? such that my model would look like this:
yt1=c+X1+Z1+u @state 1
yt2=c+X2+u @state 2
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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