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re: st: simultaneous equations with panel data, endogenous regressors and


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re: st: simultaneous equations with panel data, endogenous regressors and
Date   Fri, 6 Apr 2012 09:36:24 -0400

<>
I need to estimate two simultaneous equations with a panel (FE-linear
model)  and two endogenous variables for which I have the appropriate
instruments. On top of that my endogenous variables are at regional
level, therefore I have to cluster the standard errors because the
dependent variables are instead at individual level.
I've looked up in the list but I haven't found any previous messages
helping me to fix this issue.

Mark Schaffer's -xtivreg2, fe- from SSC will do Panel IV FE with one- or two-way clustering in the VCE. It also requires -ivreg2- and -ranktest- from SSC.

Kit

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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