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  • IV Regression with multiple endogenous regressors

    I'm currently a fourth year student trying to write my dissertation. My stata knowledge is fairly basic but I'm trying to run a 2sls regression which has 2 endogenous variables (call them A and B) for which I have 2 instruments for each. I need to run the regression where both variables are simultaneously treated as exogenous. I've tried using the standard ivreg but included two sets of brackets: ivreg Y (A = x1 x2) (B = x3 x4) but this hasn't worked
    Can anyone suggest the best way to approach this? I know this is potentially a fairly basic question but its the crucial section of my paper so i want to make sure i get it right. I've trawled the internet for hours but to no avail
    Thanks
    Iain
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