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st: Re: Instrumental variables and linear constraints


From   "Rodrigo A. Alfaro" <[email protected]>
To   <[email protected]>
Subject   st: Re: Instrumental variables and linear constraints
Date   Tue, 19 Jun 2007 11:27:34 -0400

///
What about using "Brute force"? In other words, imposing constraints.
Maybe using -ivreg2, liml- you can pass constraint to -ml-.
Rodrigo.


----- Original Message ----- From: "Florian MAYNERIS" <[email protected]>
To: <[email protected]>
Sent: Tuesday, June 19, 2007 10:26 AM
Subject: st: Instrumental variables and linear constraints



Hello,

Could someone tell me how I can estimate an IV regression with a linear constraint on the coefficients of endogenous variables (since the option "constraints" is not allowed with ivreg)?

Thank you,

Florian Mayneris

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