I am interested in the same question, looked at the website but this
paper is not downloadable?
http://ideas.repec.org/p/boc/bocoec/667.html#download
Another question I have is: how would you estimate the following equation:
y1= b1x1+b2endog1+e1
y2=b1x1+b2endog1+e2
thanks in advance,
Nirina~
On 7/1/07, Kit Baum <[email protected]> wrote:
You may calculate the diff-Sargan test in the context of an
instrumental variables model using ivreg2 (ssc install ivreg2). It is
fully described in Baum, Schaffer and Stillman, BC WP 545, available
from my IDEAS homepage at http://ideas.repec.org/e/pba1.html
Kit Baum
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
