Hi Tom,
Would you give an example on how to set up separate sets of instrumental variables for simultaneous equations. Thank you so much for your help!
Search found 4 matches
- Tue Jul 17, 2018 8:14 pm
- Forum: Looking for Code?
- Topic: Blundell and Bond(1998) panel system GMM
- Replies: 7
- Views: 15626
- Sat Jul 25, 2015 9:27 am
- Forum: Examples and Sample Code
- Topic: Bjornland-Leitemo JME 2009
- Replies: 17
- Views: 114155
Re: Bjornland-Leitemo JME 2009
SR and LR matrices are as follows; if the LR restriction is removed, the error message will change to "## MAT5. Needed Matrix with Dimensions 7 x 1, Got 5 x 1 Instead" input lr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 0 . . . . . . . . . . . . . . . . . . input sr . 0 0 ...
- Sat Jul 25, 2015 1:56 am
- Forum: Examples and Sample Code
- Topic: Bjornland-Leitemo JME 2009
- Replies: 17
- Views: 114155
Re: Bjornland-Leitemo JME 2009
I revised the program by expanding to 7-variable matrix. However, it keeps showing an error "ShortAndLong failed to converge to a solution". I greatly appreciate if you could give me some advices.
Thanks
Thanks
- Mon Sep 10, 2012 1:18 pm
- Forum: Help With Programming
- Topic: Ordered Logit Model with Endogenous Explanatary Variable
- Replies: 0
- Views: 4114
Ordered Logit Model with Endogenous Explanatary Variable
I greatly appreciate if someone could provide me with an advice on how to write an FRML for a log-likelihood function consisted of a simultaneous model of ordered logit and structure equations. The model is a testing of how consumer expenditure is affected by consumer preferences, and the preference...