<sureg+IV=3SLS! If you suspect non-homoskedastic error terms and/or
<serila correlation, then GMM would be the right thing to do. stata can
<do the former, but not the latter.
Thanks for pointing this out. Two endogenous variables that I have are not
coming as depvars in any equations in the system. I specify the regression
as:
reg3 (depvar1 varlist1) (depvar2 varlist2) ... (depvarN varlistN),
exog(iv1 iv2) endog(endogvar1 endogvar2) constraints(numlist) sure
will this be a SUR with IV
or should I be specifying -3sls- option instead of -sure- option in the
end. What I want is to estimate the SUR with IV.
Thanking you in advance.
Rijo John.
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