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st: 3SLS regression over 3 periods


From   "marcel.hagemann" <marcel.hagemann@access.uzh.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: 3SLS regression over 3 periods
Date   Wed, 21 May 2008 14:46:19 +0200

Dear all,

I am student and I want to replicate the results of the study "Religion and
Economic Growth across countries" from Barro/McCleary. The authors have done
a regression estimated by 3SLS over three periods (3 equations) and they
finally got one coefficient per explanatory variable for all periods
combined (dependent variables are  growth rates of CGDP over 1965-75, 75-85
and 85-95). Reg3 only shows coefficients per period. How can I combine these
coefficients? Is it possible to use lincom? 

Best Regards,
Marcel Hagemann



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