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From   revollo7@etu.unige.ch
To   statalist@hsphsun2.harvard.edu
Date   Tue, 23 Nov 2004 21:59:33 +0100

Hi STATALISTERS,  

I am student of Master degree at the Unversity of Geneva, I am coimputing the
estimation of this 2 eq. The first is a loglog cost function with 3 variables,
using a panel data. 

(1) ln C(t) = beta_{q} ln q(t)  + beta_{R}ln R(t)+beta_{pm}  ln pm() 
(2) (P(t) - e^{rt} P_{0}) - beta_{q}left[ frac{C_{t}}{q_{t}}-
e^{rt} frac{C_{0}}{q_{0}} right] = beta_{R} Bigg[ (1+r)^t
frac{C_{0}}{R_{0}}+ (1+r)^{(t-1)} frac{C_{1}}{R_{1}} + ... + (1+r)
frac{C_{t-1}}{R_{t-1}} + frac{C_{t}}{R_{t}} Bigg]
 
Empirical strategy :

1. estimate (1) by fixed effects 2sls IV 
2. estimate the system by 3sls, however is a nonlinear and a presence of lagged
endpgenous variable said to me is a fair estimator, I did not know is available
in stata...

Thank you for your time and help.

Gustavo Revollo 
cite universitaire 
46 av. miremont 
1206 geneve 
switzerland 
revollo7@etu.unige.ch
00 41 78 680 47 45 
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