peyzf 发表于 2010-5-14 21:50 
可以用相同的工具变量分别“代替”那两个内生变量吗?
当一个回归式中含有两个或两个以上的内生变量时, then you have an identification issue. In fact, x is an endogenous variable, you have a measure error for x. In this case you need additional equation to define how x is generated or intrumetal variable. Or you need method of instrumental variables. It is not simply
“代替”.
Take a look you textbook, to fully understand instrumental variables and it application.