st: Maximum number of instruments

[Ludovico Zaraga <ludovico.zaraga@u.northwestern.edu>]

Hello,

I have large dataset with data on imports and exports by year, country
and product. I am planning on using prices of imports (by country and
product) as instruments for the corresponding exports. This would lead
me to have a just identified set of instrumental variables (I would
have one import price to instrument for each export price). Given that
I would have quite a large set of instruments, I was wondering if
stata had any limitations on the maximum numbers of instruments before
I set the code up.

Thanks,

Ludovico
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