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2013 Mar 19
0
Epple and McCallum TSLS example
.../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 with the corresponding "Conditional Ivreg" in R?
I couldn't find it in "sem" or "systemfit".
Any tip would be great
Thanks a lot for your time and attention,...