What command do I use to capture endogeneity of a variable using non-linear SUR?
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.
Asked: 2015-08-22 23:26:06 +0000
Seen: 1,631 times
Last updated: Aug 22 '15