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st: two endogenous regressors
Hello, does anyone know the correct test of the first stage when I have two endogenous regressors
and two instruments? (so my equation is exactly identified). I heard something about an S-Test,
and I'm not exactly sure how my "rule of thumb" about an F-stat of at least 9 or 10 for the first
stage changes when I have multiple first-stages to worry about.
Thanks
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