Two sample IV or TS2SLS

[Andrew Barenberg]

Is there an implementation of two sample IV or (preferably) TS2SLS available? If an ado file isn't available pointing me in the direction of a do file implementing it would be very helpful.

Thank you! Andy

[Andrew Barenberg]

To partially answer my own question, so far I have found this github project: https://github.com/jshrader/ts2sls/blob/master/ts2sls.ado but it seem to very much be a work in progress. Anyone have anything else?

Thank you, Andy

[Filippo Tassinari]

Hello Andrew,

I am in the same situation you were two years ago. Did you find something that could help me?

Thank you in advance, Filippo.