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Hello,

Assume the following multivariate model

y = a + b_1x_1 + b_2x_2 + u
where x_1 and x_2 are both endogenous variables.

Suppose that lagged values of x_1 and lagged values of x_2 serve as instruments for x_1 and x_2 respectively.
How do I go about assigning instruments for each variables in the same tsls-estimation in EViews? I am using EViews11Univ.

Looking forward to receiving your input and I thanks in advance for any help.

In tsls all instruments are used for all variables.

In tsls all instruments are used for all variables.

What estimation technique do I use in the case which I described?

In tsls all instruments are used for all variables.

What estimation technique do I use in the case which I described?

I'm not sure you can in EViews. Why would you want to? TSLS is asymptotically efficient.