cv003h wrote:TomDoan wrote: This does single equation estimates using 2SLS, 2SLS with heteroscedasticity robust standard errors and joint estimation using 3SLS, all with the Arellano-Bond sets of instruments.
Tom: Do I need to leave in both 2SLS estimates, or do I choose only 1 for my final code? And when I run the code, I get an error stating:
You only need to leave in whichever one you want. They are all estimated separately.
cv003h wrote:## CP18. ABLAGS is not the Name of a PROCEDURE. (Did you forget to SOURCE?)
Any idea what is going wrong? Thanks.
ABLAGS should be provided with RATS. You might want to check with whomever installed the software to see where all the procs are. At any rate, you can get it at: