Dear all,
how I can confront the beta coefficients estimated from two different ivreg2, gmm models?
The problem is that i've two models
(1) ivreg2 y(t) x(t) p1(t) (l.y(t) = l(2/3).p1(t)), gmm
(2) ivreg2 y(t) x(t) p2(t) (l.y(t) = l(2/3).p2(t)), gmm,
where only price variable changes, both in regressors and instruments, and i've to test if the effect of p1 is statistically different from p2. I tried an hausman test with no success due to the gmm option.
How can I solve this problem?
Thanks,
Andrea Sisto
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