LIML estimation - typo
Posted: Thu Jun 17, 2010 2:10 pm
Concerning LIML estimation, in the EVIEWS help it is written:
"In the Equation specification edit box, specify your dependent variable and exogenous variables, and in the Instrument list edit box, provide a list of instruments. Endogenous variables should be entered in both the Equation specification box and the Instrument list box."
Is this correct? With 2SLS, the exogenous variables are entered in both boxes. Since LIML is quite new in EVIEWS, I am not sure.
Kind regards
walt
"In the Equation specification edit box, specify your dependent variable and exogenous variables, and in the Instrument list edit box, provide a list of instruments. Endogenous variables should be entered in both the Equation specification box and the Instrument list box."
Is this correct? With 2SLS, the exogenous variables are entered in both boxes. Since LIML is quite new in EVIEWS, I am not sure.
Kind regards
walt