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st: simultaneous equations with GMM


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: simultaneous equations with GMM
Date   Sat, 6 Aug 2005 11:31:10 -0400

Chirag said

Thanks to Kit Baum, David Greenberg and Darby Jack for answering my query.
They provided me with 2 possible solutions to my problem:
1)Considering that my 2 equations are a recursive system, I can treat each
equation seperately. So, I can use the user-written program called -
qvf- that will estimate IV versions of generalised linear models, including
Poisson regressions.

Does somebody have a -do- file for this command -qvf-? I couldn't find one.


Chirag should learn about findit. findit qvf works fine for me.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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