how can i know instrumental variables in 2sls

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d_ddd_d
Posts: 1
Joined: Mon Oct 19, 2015 8:41 pm

how can i know instrumental variables in 2sls

Postby d_ddd_d » Mon Oct 19, 2015 8:48 pm

my equations are
roe = c1+ tier1 + lev + ms + nim + gdp + lag_roe
tier1 = c2 + roe + lag diff_tier1 + ln_asset + npl
what are instrumental list if i want to regress first equation
Thank you in advance :D
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: how can i know instrumental variables in 2sls

Postby startz » Tue Oct 20, 2015 6:06 am

Which variables are exogenous?
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