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st: simultaneous equations with panel data, endogenous regressors and cluster standard errors
From
Agnese Romiti <[email protected]>
To
[email protected]
Subject
st: simultaneous equations with panel data, endogenous regressors and cluster standard errors
Date
Fri, 6 Apr 2012 10:12:48 +0200
Dear all,
I need to estimate two simultaneous equations with a panel (FE-linear
model) and two endogenous variables for which I have the appropriate
instruments. On top of that my endogenous variables are at regional
level, therefore I have to cluster the standard errors because the
dependent variables are instead at individual level.
I've looked up in the list but I haven't found any previous messages
helping me to fix this issue.
Is there anyone who might suggest a way out?
Many thanks for any suggestions
Agnese
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