# Questions tagged [simultaneous-equation]

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### Can a variable be an instrument in the first stage and an exogenous covariate in the second stage of an 2SLS regression?

I have two equations of the form: $y = X\beta + Z\gamma + r\alpha +\epsilon_1$ (1) $r = Z\delta +\epsilon_2$ (2) The basic intuition here is $y$ is total cost data, $X$ is a matrix of variables ...
• 43
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### Implementing SUR on weighted regression models

I have two equations: fit1= svyglm(Y1 ~ X1 + X2 + X3, design= design.mnps, data= data) fit2= svyglm(Y2 ~ X1 + X2 + X3, design= design.mnps, data= data) ...
• 11
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### Estimating the parameter in a mixed population

I have different mixed populations where everyone as received a treatment among a list of treatment (let say Ta, Tb, Tc....). I know how many received each treatment. For each population, I know how ...
48 views

### Identification in a non-linear simultaneous equation model

I have the following model: \begin{align*} &\ln(cs_t)=c_1+c_2\ln(cs_{t-1})+c_3\ln(y_t)+c_4q1_t+c_5q2_t+c_6q3_t+u_{1t}\newline &\ln(i_t)=c_7+c_8\ln(i_{t-1})+c_9\ln(b_t)+c_{10}(\ln(y_t)-\ln(y_{t-...
• 11
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### Show by derivation why both Order and Rank conditions are needed for identification with instrumental variables

Why are both Order and Rank conditions needed for identification with instrumental variables?
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