TSLS Specification

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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gf100
Posts: 4
Joined: Tue Feb 21, 2012 7:24 am

TSLS Specification

Postby gf100 » Tue Mar 20, 2012 6:01 am

Im running a 2sls regression in eviews but just want to check im putting variables in the correct place.

suppose my equation is A = b + c + d and i want to check for endogeneity of c in A and for this I have my instrumental variable e

In the equation specification box i put " a b c d "
In the instrument list box, am I doing it right by entering " b d e " ?

cheers!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: TSLS Specification

Postby EViews Gareth » Tue Mar 20, 2012 7:46 am

Sounds about right.


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