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st: Stock-Yogo Critical Values with 6 endogenous variables


From   "Erasmo Giambona" <e.giambona@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Stock-Yogo Critical Values with 6 endogenous variables
Date   Mon, 7 Jul 2008 19:41:28 +0200

Dear Statalisters,

I estimating a model using xtivreg2. My model includes 6 endogenous
variables. The STATA output does not report the Stock-Yogo critical
values for the case with 6 endogenous variables. Does anybody have any
suggestions on how I could obtain these values for the case with 6
endogenous variables?
Best regards,
Erasmo

Reference

Stock and Yogo, 2004, Testing for Weak Instruments in Linear IV
Regressions, (can be found at:
http://ksghome.harvard.edu/~jstock/ams/websupp/rfa_7.pdf )
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