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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

 

 




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