[Limdep Nlogit List] Once again: 3SLS for panels

Marcus Demmelmair marcus.demmelmair at googlemail.com
Mon Feb 15 06:25:39 EST 2010

Hi all!

I have applied a "regular" 3SLS (-> linear Models) regression to panel data
in Limdep. I am wondering if this approach is correct to run a 3SLS analysis
with regard to a *panel structure*. Some sources claim that 3SLS is also
applicable to panels with a Random Effects Structure (above all Wooldridge
"Econometric Analysis of cross section and panel data", 2002, p. 322 and
also Baltagi and Chang 2000 as well as van Solinge and Henkens 2005).

How can I apply 3SLS to *panels* in Limdep. Any codes?

I would appreciate your help. Thx


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