GENERALIZED LEAST SQUARE(gls)

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rainz
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Joined: Sat Sep 03, 2011 3:14 am

GENERALIZED LEAST SQUARE(gls)

Postby rainz » Sat Sep 03, 2011 3:24 am

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 using GLS method
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