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st: Clarification request
From
mabrouk abir <[email protected]>
To
[email protected]
Subject
st: Clarification request
Date
Wed, 3 Mar 2010 08:21:37 +0000 (GMT)
Dear Nicholas,
I would like please to discuss some aspects with you.
Ihave relied upon a simultaneous equations model in order to take into account of the possibility of reverse causality. Thus I adopt the 2SLS estimation approach.I would like to ask you some questions :
1. I see that many authors don't consider the basic assumption that Z (instruments) must don't explain Y (dependent variable) otherwise (Cov (Y, Z) = 0)? I've understood that in the case of simultaneous equations, I must not take account of this assumption in the first stage. Is it true?
2. If I use a "Control Function Approach" (which is equivalent to two-stage-least-squares) to estimate a simultaneous equations model, are the instruments the same of those chosen in the 2SLS approach ?
3. In a "Control Function Approach", can I use Poisson regression instead of SLS, in each stages, to estimate a simultaneous equations model. This because I adopt a count measure for an endogenous variable of the model ?
Thank you very much for reading my mail. I am looking forward to hearing from you soon.
Yours sincerly
Abir Mabrouk
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