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by mva1
Tue Nov 16, 2010 2:18 pm
Forum: Estimation
Topic: Hausman-Taylor Estimator (IV) TSLS
Replies: 1
Views: 4863

Hausman-Taylor Estimator (IV) TSLS

I'm struggling to make a Hausman-Taylor Estimation (TSLS estimation) from my panel data. I have more then 7000 units observed over 120months (unbalanced). As suggested I use instruments for time-varying and time-invariant variables. I want to control for period and unit effects (as suggested by the ...

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