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What command do I use to capture endogenity of a variable using non-linear SUR?

asked 2015-08-22 23:26:06 +0000

domsisk gravatar image

What command do I use to capture endogeneity of a variable using non-linear SUR?

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answered 2015-08-24 17:46:26 +0000

updated 2015-08-25 08:02:40 +0000

Can you explain in more detail what you are trying to do? In SHAZAM there is no command for capturing endogeneity in the way you describe, but if you have endogenous regressors then you probably require instrumental variables. See the chapter on GMM.

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Asked: 2015-08-22 23:26:06 +0000

Seen: 1,881 times

Last updated: Aug 22 '15