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/

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