Please that might sound basic for all of you but I am not an expert and I need to estimate the following model using OLS regression: R= a + β1 RM + β2(z)RM + ε (the model is called conditional CAPM, and please ignore that I didn't write the notations because they won't affect my question. My question is how to estimate the model using Stata/Eviews. Precisely I don't know how to put the (z) term in the equation on Eviews/ stata to get β2. In the paper, they called the (z) term an instrument and it can a vector of dividend yield or treasury bill rates etc.., However, if I put the (z) term in the Eviews equation as an instrument I won't get β2. I appreciate any suggestion on how to estimate the model using eviews or Stata.