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st: Re: est simult eqn model for panel data

From   Kit Baum <>
Subject   st: Re: est simult eqn model for panel data
Date   Mon, 28 Feb 2005 07:02:05 -0500

The ivreg2 routine can be used to estimate an equation from a simultaneous model and test the endogenous regressors for exogeneity. For details please see the SJ article by Baum, Schaffer, Stillman, available from the URL in my signature. ivreg2 is available from SSC.

Kit Baum, Boston College Economics

On Feb 28, 2005, at 2:33 AM, statalist-digest wrote:

Would you please give me some help to estimate simultaneous equation model for panel data and do the Hausman test for exogeneity?
Does STATA have built-in routines?
I also found the same question in last year's list archive, but could not get an answer.I really hope some routines have appeared.
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