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exploeqs

Transformation of 2sls or 3sls equations

CALLING SEQUENCE

[xall,lx1,ly1,endoeq,nameinst,lindx1,lindy1]=exploeqs(neqs,lexo,endo,z,namez)

PARAMETERS

Input

* neqs = # of equations

* lexo = list of independent variables in each equation

* endo = list of dependent variables in each equation

* z = matrix of values of the dependent variables

* namez = matrix of names of the dependent variables

 

Output

* xall = matrix of the values of the instruments

* lx1 = list of the exogenous variables for each equation

* ly1 = list of the endogenous variables for each equation

* endoeq = list of he names of the endogenous variables for each equation

* nameinst = matrix of the names of the instruments

* lindx1 = list of the indexes of exogenous variables for each equation

* lindy1 = list of the indexes of endogenous variables for each equation

DESCRIPTION

Retrieves from the equations the list of endogenous, exogenous and instruments for a Two-Stage or Three-Stage Least-squares Regression.

EXAMPLE

[xall,lx1,ly1,endoeq,nameinst,lindx1,lindy1]=exploeqs(grocer_neqs,grocer_lexo,grocer_endo,grocer_z,grocer_namez)
 
// This example is taken from twosls.

AUTHOR

Eric Dubois 2002

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