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st: st : how to treat endogeneity
Hi,
I have a general question on how to treat endogeneous variables.
- in case of linear model (OLS...), you can use instrumental variables
with "ivreg2" (2SLS)
- in case of a system of simultaneous equations, you can use "reg3",
specifying the instrumental variables in the "inst" option.
- Now, my question is : how to use instrumental variables and correctly
specify the instrumentation equations with a system of nonlinear
equations??? (with "nlsur")
Thank you.
val�rie
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Val�rie Orozco
Toulouse School of Economics (GREMAQ-INRA)
Universit� des Sciences Sociales, Manufacture des Tabacs
21, All�e de Brienne - 31000 TOULOUSE- FRANCE
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