Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Seemingly unrelated regressions and instrumental variables

    Hi all,
    I have a question regarding SUR and IV.
    Currently, I have the following two regressions. (Different dependent variables but same independent variables)
    Click image for larger version

Name:	2020-03-06 13;03;01.PNG
Views:	1
Size:	7.0 KB
ID:	1540061


    And I am planning to use instrumental variable 'b_{i, t}' for 'a_{i, t}'
    And I want to test whether beta_1 is equal to beta_2
    I searched for SUR and found out that 'sureg' command is what I was looking for. But it seems like there are no options for instrumental variables in the command.
    Is there another way to do this?

    Thanks!
    Last edited by Chang Seok; 06 Mar 2020, 12:33.
Working...
X