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Re: st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical


From   Stephen Armah <armah.stephen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Cragg-Donald Wald Statistic and Stock and Yogo Critical
Date   Mon, 8 Jun 2009 14:41:15 -0500

Dear Dr.Baum,
Thanks for your reply.  My thanks also to Dr.Carl Nelson who also
replied to me regarding this issue.


On 6/2/09, Kit Baum <baum@bc.edu> wrote:
> <>	
> Stephen said
>
> Thanks so much for the prompt response.  however I believe ivreg2 and
> xtivreg2 both do not  report Cragg-Donald Wald Statistic and Stock and
> Yogo Critical values when there are " more than two endogenous
> variables" that are likely weak.  This may be because Stock and Yogo
> only worked with two endogenous variables.  I might be wrong.  Your
> help is appreciated
>
> -ivreg2- from SSC will handle three endogenous variables if the
> equation is sufficiently overidentified (but not four).
>
> Kit Baum   |   Boston College Economics & DIW Berlin   |
> http://ideas.repec.org/e/pba1.html
>                                An Introduction to Stata Programming
> |   http://www.stata-press.com/books/isp.html
>     An Introduction to Modern Econometrics Using Stata  |
> http://www.stata-press.com/books/imeus.html
>
>
>
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