Hi,
I have 2 endogenous variables and 2 instruments. Can I use both instruments for both endogenous variables? If the 2 IV conditions are fulfilled, I assume I can because the endogenous variables are not under identified. What is worrying me a bit is that I can't say "instrument 1 is for endogenous variable 1, and instrument 2 is for endogenous variable 2" (i.e. they are both determinant of both endogenous variables).
Question about IV regression and instruments
Moderators: EViews Gareth, EViews Moderator
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Question about IV regression and instruments
Go ahead, this is quite standard.
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 2 guests
