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- Sat Sep 03, 2011 3:24 am
- Forum: Estimation
- Topic: GENERALIZED LEAST SQUARE(gls)
- Replies: 0
- Views: 1915
GENERALIZED LEAST SQUARE(gls)
Hi, I am trying to use IVGLS to estimate my 3 simultaneous equations. I am trying to use GLS method to control for autocorrelation within panels and across panels. Using this I want to generate predicted values and use those predicted values as instruments in my original equation and then estimate u...