Hello, I am trying to replicate the "missing example" of a TSLS estimation in Epple & McCallum (link below)
http://wpweb2.tepper.cmu.edu/facultyadmin/upload/ppaper_32774807225408_Epple-McCallum93.pdf According to them, the commands are in: http://www.tepper.cmu.edu/faculty-research/faculty-pages/dennis-epple/simultaneous-equation-econometrics/index.aspx They use the Stata's command condivreg. I am trying to replicate the Equation 12. According to prof. Epple, in Stata, it should be: condivreg dlp dlpb dly (dlpc = constant time qprodalag1 pf plag1 dlpops expts) , nocons noinstcons. I would like to know if someone knows about how to replicate this command in R. Is there any library with the corresponding "Conditional Ivreg" in R? I couldn't find it in "sem" or "systemfit". Any tip would be great Thanks a lot for your time and attention, Claudio D. Shikida Obrigado / Thanks for your time and attention. Claudio D. Shikida http://www.cdshikida.net and http://works.bepress.com/claudio_shikida/ Esta mensagem pode conter informação confidencial e/ou privilegiada. Se você não for o destinatário ou a pessoa autorizada a receber esta mensagem, não poderá usar, copiar ou divulgar as informações nela contidas ou tomar qualquer ação baseada nessas informações. Se você recebeu esta mensagem por engano, por favor avise imediatamente o remetente, respondendo o presente e-mail e apague-o em seguida. This message may contain confidential and/or privileged ...{{dropped:9}}
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