Ed,
I'm not sure what that specific error message means, but try doing the same but take out L.y from the iv( ) bracket, and put it in a gmm( ) bracket. putting it in iv( ) is assuming it's strictly exogenous, which it definitely isn't.
Tewodaj
~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~.~
Tewodaj Mogues
Dept. of Agricultural and Applied Economics
University of Wisconsin - Madison
427 Lorch St. #317, Taylor Hall
Madison, WI 53706
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