站在电线干上 发表于 2017-7-13 18:40
三个方程,方程1:LNHP =a0+ a1LNHP(t-1) + a2LNIS + a3LNRP + a4LNLP +A
方程2:LNRP=b0 + ...
你好,请问工具变量的个数怎么确定呢,我下面的方程设置的对不对呢
grow = c(10) + c(11)*lny + c(12)*nfdi + c(13)*h +c(14)*npg
invest = c(20) + c(21)*lny + c(22)*nfdi+ c(23)*third +c(24)*gov
nfdi = c(30) + c(31)*lny + c(32)*invest + c(33)*h + c(34)*fra +c(35)*open
lntfp = c(40) + c(41)*lny + c(42)*invest + c(43)*nfdi + c(44)*h + c(45)*open