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st: st : how to treat endogeneity


From   Val�rie Orozco <[email protected]>
To   [email protected]
Subject   st: st : how to treat endogeneity
Date   Thu, 15 Nov 2007 10:11:51 +0100

Hi,

I have a general question on how to treat endogeneous variables.

- in case of linear model (OLS...), you can use instrumental variables with "ivreg2" (2SLS)
- in case of a system of simultaneous equations, you can use "reg3", specifying the instrumental variables in the "inst" option.

- Now, my question is : how to use instrumental variables and correctly specify the instrumentation equations with a system of nonlinear equations??? (with "nlsur")

Thank you.

val�rie

--
*******************************************************
Val�rie Orozco
Toulouse School of Economics (GREMAQ-INRA)
Universit� des Sciences Sociales, Manufacture des Tabacs
21, All�e de Brienne - 31000 TOULOUSE- FRANCE
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