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Re: st: Blundell & Robin (1999) estimator

From   Nick Cox <>
Subject   Re: st: Blundell & Robin (1999) estimator
Date   Mon, 10 Oct 2011 10:49:06 +0100

In such cases, you should always try -findit- or Googling first. That
should certainly find inbuilt commands. Did you do that?

Naturally, it is always possible that someone is sitting on something
they have written but not made public, or has done this under another
name, but if -findit- or Google finds nothing, you probably need to
write a program.


On Mon, Oct 10, 2011 at 10:29 AM, Ivica Rubil <> wrote:

> 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
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