Dear Statalisters,
After reviewing the FAQ's and the Statalisting archive, I came up with only
one actual reply to the repeated queries on whether it is possible to
estimate a system of simultaneous equations with panel data, by Mark
Schaffer who suggested to either (i) recast the panel into non-panel, or
(ii) to estimate via -reg3- equation-by-equation, see:
http://www.stata.com/statalist/archive/2004-03/msg00631.html
Clearly, both suggetions have advantages and disadvantages regarding
computational effort, consistency and efficiency of the estimates.
However, the question still stands. Is it possible to estimate a system of
equations for a panel data structure? Has someone written something on
this? Is this also on other people wishlist?
Speaking for myself, I'm not able to program such a command but I do find
such a tool extremely useful.
many thanks
Dimitris
--
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Dimitris Christodoulou
School for Business and Regional Development
University of Wales, Bangor
Hen Coleg
LL57 2DG Bangor
UK
e-mail: [email protected]
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