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st: estimating a system of nonlinear and linear equations


From   "Kretschmer,T" <T.Kretschmer@lse.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: estimating a system of nonlinear and linear equations
Date   Mon, 9 Sep 2002 15:41:37 +0100

Hi, I would like to estimate a system of equation that has the following structure:

data: balanced panel with 35 subjects

Stage 1: decision whether to enter stage 2 at time t.

Stage 2: Jointly estimate P and Q for each period t+n, n>=0. Some (but not all) of the regressors for P and Q are identical. 

The way I see it I have a panel with a nonlinear equation and two linear ones, for which I don't think there's any straightforward Stata command. I don't have much experience in programming, but if I knew which way to go I knew where to start. Any ideas of how to solve this?

Thanks, Toby
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