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mccallum
2013 Mar 19
0
Epple and McCallum TSLS example
Hello,
I am trying to replicate the "missing example" of a TSLS estimation in
Epple & McCallum (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:...