generated regressor bias

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wardbertnzl
Posts: 2
Joined: Wed Jun 02, 2010 7:39 pm

generated regressor bias

Postby wardbertnzl » Wed Jun 02, 2010 7:46 pm

Hi. If anyone has written EViews programme code to carry out the estimation procedure presented in the following article

A.R. Pagan (1984) "Econometric issues in the analysis of regressions with generated regressors", International Economic Review, 25:221-47

I'd be most grateful if they would share that code with me. (I'm using EViews 7).

Kind regards,
Bert
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