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st: ivpois


From   "Carlo Amenta" <carlo.amenta@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: ivpois
Date   Fri, 28 Nov 2008 17:11:28 +0100

Dear statalisters,

I am estimating the following model:

Supply side: Y1=C+trend+X1+X2+X3+e1
Demand side: X3=C+X3(lag -1)+X3(lag-2)+X4+X5+X6+e2

Y1 and X3 are count data.
I want to use IVPOIS to estimate this recursive model. Am I already assuming
that cov(e1,e2)=0?
Does IVPOIS ALWAYS assume cov(e1,e2)=0?

Carlo Amenta (on behalf of his friend Paolo Di Betta)
University of Palermo


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