/* ** Lesson 11.2: Lagged Dependent Variable Model ** Instrumental Variable Estimation */ use gpe2; output file=gpe\output11.2 reset; load z[67,3]=gpe\usyc87.txt; y=z[2:67,2]; c=z[2:67,3]; call reset; _names={"c","y"}; _rstat=1; _dlags=1; _ar=1; _iter=50; call estimate(c,y); _ivar=1; call estimate(c,y); end;