Carlo Amenta <[email protected]>:
I don't see any endogeneity in your model specification (nor
coefficients to be estimated). Perhaps you are looking for -suest-
instead?
Or http://www.stata-journal.com/sjpdf.html?articlenum=st0029 perhaps?
On Fri, Nov 28, 2008 at 11:11 AM, Carlo Amenta <[email protected]> wrote:
> Dear statalisters,
>
> I am estimating the following model:
>
> Supply side: Y1=C+trend+X1+X2+X3+e1
> Demand side: X3=C+X3(lag -1)+X3(lag-2)+X4+X5+X6+e2
>
> Y1 and X3 are count data.
> I want to use IVPOIS to estimate this recursive model. Am I already assuming
> that cov(e1,e2)=0?
> Does IVPOIS ALWAYS assume cov(e1,e2)=0?
>
> Carlo Amenta (on behalf of his friend Paolo Di Betta)
> University of Palermo
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