st: 2 lists of instruments

From	Andrei Simonov <[email protected]>
To	[email protected]
Subject	st: 2 lists of instruments
Date	Thu, 01 Dec 2005 16:05:06 +0100

Dear All,

I wonder if you can help me. I need to estimate quite simple 2SLS reg, say

Y=a+b1*x1 +b2*x2 +exog. Vars +e.

The problem is that I want to specify different lists of instruments for x1 and x2. Is there any way to deal with it?

Thanks in advance,

Andrei