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Re: st: re: difference Sargan test for GMM


From   "Nirina F" <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: re: difference Sargan test for GMM
Date   Mon, 2 Jul 2007 04:52:37 -0400

I am interested in the same question, looked at the website but this
paper is not downloadable?
http://ideas.repec.org/p/boc/bocoec/667.html#download

Another question I have is:  how would you estimate the following equation:
y1= b1x1+b2endog1+e1
y2=b1x1+b2endog1+e2
thanks in advance,
Nirina~

On 7/1/07, Kit Baum <baum@bc.edu> wrote:
You may calculate the diff-Sargan test in the context of an
instrumental variables model using ivreg2 (ssc install ivreg2). It is
fully described in Baum, Schaffer and Stillman, BC WP 545, available
from my IDEAS homepage at http://ideas.repec.org/e/pba1.html

Kit Baum


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