I am estimating two sets of simultaneous equations. The first has two equations whose dependent variables (also endogenous variables) are binary. The second has three equations, two of which have continous and one has a binary dependent (endogenous) variables.
I get consistent parameter estimates and was interested in knowing if someone had coded the error correction in the second stage structural equation.
Thanks
Srini
Srinivasan Sankaraguruswamy
Old North
Georgetown University
Washington DC 20057
(202) 687 6977
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