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| From | "Ivica Rubil" <irubil@eizg.hr> |
| To | <statalist@hsphsun2.harvard.edu> |
| 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 -- 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 irubil@eizg.hr www.eizg.hr * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/