G604, BLP Lectures
G604, BLP Lectures. Spring 2006, 2 March 2006 Eric Rasmusen, erasmuse@Indiana.edu. GMM in canned programs. Just like instrumental variables. You say, in SAS or STATA or whatever, that you are estimating REGRESS: Y X1 X2 X3 and then you say INSTRUMENT: X2 X3 Z1 Z2 Z3
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