Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: instrumental var reg with time varying coefficients?


From   "Olga Gorbachev Melloni" <olga_gorbachev@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: instrumental var reg with time varying coefficients?
Date   Fri, 11 Aug 2006 13:55:14 -0400

Hi,

I would like to know who one test for whether coefficients change with time in an instrumental variable regression.

specifically, I know I can run a regression with time dummies and their interactions with dependent vars to test for change in coefficients. But what do I do I have to instrument for one of the variables? should I do the same procedure and instrument for the variable and its interactions with time dummy?

thanks


*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index