Re: [R] ivreg and structural change

On Mon, 1 Aug 2011, Claudio Shikida (??) wrote: Hello, I am looking for some help with this question: how could I test structural breaks in a instrumental variables?s model? In principle, most of tests used in the standard linear regression model can also be transferred to the IV cas

[R] ivreg and structural change

Hello, I am looking for some help with this question: how could I test structural breaks in a instrumental variables´s model? For example, I was trying to do something with my model with three time series. tax_ivreg <- ivreg(l_y ~ l_x2 + l_x1+ dl_y | lag(l_x2, -1)+lag(l_x2, -2)+ lag(l_x1, -1)+l