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st: Blundell & Robin (1999) estimator

From   "Ivica Rubil" <>
To   <>
Subject   st: Blundell & Robin (1999) estimator
Date   Mon, 10 Oct 2011 11:29:11 +0200

Dear Statalist subscribers,

Does anybody knows how can I implement using Stata the Blundell & Robin
(1999) procedure (see full reference below)? Do I have to program
something extensively on my own or there is an in-built procedure that
implements the iterated estimator proposed in the paper. Thanks.

Blundell, Richard & Robin, Jean Marc, 1999. "Estimation in Large and
Disaggregated Demand Systems: An Estimator for Conditionally Linear
Systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol.
14(3), pages 209-32, May-June


Ivica Rubil
Ekonomski institut / The Institute of Economics, Zagreb
Trg J. F. Kennedyja 7, 10 000 Zagreb, Croatia
tel. +385-1-2362-269
fax. +385-1-2335-165

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