The RATS Software Forum

Thank you Tom, Attached the code and the data. I want to estimate a simultaneous equation model using a 3SLS estimator. As explained in my first post, the standard deviations of the coefficients are sensitive to the order of the equations in the SEM (Group function). The number of instruments x the ...

Hello, I am trying to estimate a Simultaneous Equation Model using the SUR function with robusterrors. I first identified the instruments, I then built the model using the equation function and the group function. I then estimated the model using the SUR function. I noticed that whatever the first e...