I am estimating a production function with fixed
effects and clustered standard errors, using ivreg.
In addition to instruments I specify, ivreg uses all
exogenous variables as instruments, including the
dummies.
Is there a way to restrict the instruments ivreg uses?
Any help is appreciated.
Many thanks in advance.
Regards,
Federica
No, for good reason.
http://www.stata.com/support/faqs/stat/ivreg.html
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
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