Non-nested test

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yanina
Posts: 2
Joined: Sun Jul 25, 2010 6:43 am

Non-nested test

Postby yanina » Sun Nov 28, 2010 12:52 pm

I'm trying to implement the multivariate version of non-nested testing framework developed by Davidson and MacKinnon and am not sure how to program it. Any suggestions would be appreciated.I have 3 equation for SUR and 3 equation for 3SLS.
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