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st: sureg and IV


From   Pierre Azoulay <[email protected]>
To   [email protected]
Subject   st: sureg and IV
Date   Wed, 14 Dec 2005 06:29:37 -0500

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.

Pierre

----------------------------------------------------------------------------------
Pierre Azoulay
Associate Professor of Management
Columbia University                           Phone: (212) 854-9684
Graduate School of Business                Fax:   Don't send any
3022 Broadway, Uris Hall 704
New York, NY 10023                        http://www.columbia.edu/~pa2009/

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