Hausman-Taylor model (1981)

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rmanos
Posts: 5
Joined: Thu Dec 03, 2009 10:13 pm

Hausman-Taylor model (1981)

Postby rmanos » Sat Jun 09, 2012 5:40 am

Hello
I with to run the Hausman-Taylor (HT) 2SLS estimator to my panel data because the variable of interest is time-invariant.
I do not quite understand the steps I have to take in implementing the HT approach and how I could do it in Eviews.
Would anyone be able to provide a simple step by step instructions that I could follow? I would be most obliged.

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