Can we estimate two simultaneous equations using a single-equation technique such as GMM, instead of system estimation technique???
P.S: I have the same independent variables in both equations. These are like this:
Eq 1 Y1 = f(Y2, X1, X2, X3, X4, X5)
Eq 2 Y2 = f(Y1, X1, X2, X3, X4, X5)
Actually, I got this idea from the following post:
https://www.stata.com/statalist/arch.../msg00942.html.
Related Posts with Simultaneous GMM
New version of vallabsave on SSCThanks as always to Kit Baum, a new versionn of the vallabsave package is now available for download…
Accident Count Panel Data ModelHi, I am new to Stata and this forum. I am trying to find the effect of changes in fuel price on ro…
Visualizing an interaction termDear Statalist, I have just recently started using Stata, so this might be a rookie question. I ha…
Question on oneway anova and pairwise comparisonRecently, I'm conducting research, we would like to see some difference between different national i…
Replacing multiple values, with the same conditionHi All, Although the -replace- command is fairly intuitive, it is sometimes a bit tricky. Specific…
Subscribe to:
Post Comments (Atom)
0 Response to Simultaneous GMM
Post a Comment