I've a system of equations (one equation for each sector of the
industry) and each equation is panel (country-year). I should estimate
the equations as a system (since I have constraints on the
cross-parameters). In STATA I have the reg3 command (since I have to use
iv) for the system (SURE) estimation, and the xtivreg command for panel
estimation of single equations. But how can I obtain a command that does
the two things together: to estimate (with iv) a system of equations
each of them needs a panel data estimation?
Thanks.
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