Displaying 1 result from an estimated 1 matches for "condivreg".
2013 Mar 19
0
Epple and McCallum TSLS example
...m (link below)
http://wpweb2.tepper.cmu.edu/facultyadmin/upload/ppaper_32774807225408_Epple-McCallum93.pdf
According to them, the commands are in:
http://www.tepper.cmu.edu/faculty-research/faculty-pages/dennis-epple/simultaneous-equation-econometrics/index.aspx
They use the Stata's command condivreg. I am trying to replicate the
Equation 12. According to prof. Epple, in Stata, it should be:
condivreg dlp dlpb dly (dlpc = constant time qprodalag1 pf plag1 dlpops
expts) , nocons noinstcons.
I would like to know if someone knows about how to replicate this command
in R. Is there any library wit...