2sls with 2 simultaneous equations

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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: 2sls with 2 simultaneous equations

Postby startz » Mon Apr 04, 2022 5:36 pm

AgentRose wrote:
startz wrote:For the first-stage F you want the reduced form.


Wouldn't you get the same generalised equation but like different letters instead?

How would you do it with so many variables? What difference does it make? Cause I did get an answer but I think I did it the structural formula way and get a low F-stat. Can you just straight up put equation 2 in the brackets with the rest of equation 1 and not simplify the equation further on Eviews?

To be honest, at this point I have no idea what you're trying to do.


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