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st: confront two ivreg2,gmm estimates

From   "sistoand80" <>
To   "statalist" <>
Subject   st: confront two ivreg2,gmm estimates
Date   Mon, 6 Jun 2005 11:20:26 +0200

Dear all,
how I can confront the beta coefficients estimated from two different ivreg2, gmm models?
The problem is that i've two models

(1) ivreg2 y(t) x(t)  p1(t)  (l.y(t) = l(2/3).p1(t)), gmm

(2) ivreg2 y(t) x(t)  p2(t)  (l.y(t) = l(2/3).p2(t)), gmm,

where only price variable changes, both in regressors and instruments, and i've to test if the effect of p1 is statistically different from p2. I tried an hausman test with no success due to the gmm option.
How can I solve this problem?
Andrea Sisto

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