Hi all,
I just tried running tsls with the --liml option on a just-identified
equation. As is well-known, this should return the same results as
ordinary 2sls. For some reason, I'm getting an error: I suspect this is
linked to the fact that there's no constant term in the model. I don't
have time to debug this myself today, but maybe somebody else can.
Here's s simple script exposing the problem:
<hansl>
nulldata 100
series w = uniform()
series x = normal()
series y = normal()
tsls y const x ; const w
tsls y const x ; const w --liml # this works
tsls y x ; w
tsls y x ; w --liml # this doesn't
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucche...@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
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