st: instrumental var reg with time varying coefficients?

["Olga Gorbachev Melloni" <olga_gorbachev@hotmail.com>]

Hi,

I would like to know who one test for whether coefficients change with time 
in an instrumental variable regression.

specifically, I know I can run a regression with time dummies and their 
interactions with dependent vars to test for change in coefficients. But 
what do I do I have to instrument for one of the variables? should I do the 
same procedure and instrument for the variable and its interactions with 
time dummy?

thanks


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