Simultaneous Equations

Simultaneous Equations: Files

• Lecture: Simultaneous Equations.pdf
• Stata program: Simultaneous Equations.do
• Data files: mroz.dta
• R script: Simultaneous Equations.R
• Data files: mroz.csv

Simultaneous Equations: Lecture Topics

• Simultaneous equations – definition
• Simultaneity bias
• 2SLS estimation for simultaneous equations
• Testing for rank condition

Simultaneous Equations in Stata/R: Topics

• Simultaneous equations
• Testing for rank condition