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st: panel data simultanous equations


From   "bulent Koksal" <[email protected]>
To   [email protected]
Subject   st: panel data simultanous equations
Date   Mon, 20 Dec 2004 20:14:36 +0000

Dear All,
How can I estimate a panel data, fixed effects,  simultaneous equations
model ?

For example what is the correct command(s) to estimate the following model
where x and z are exogonoeus and ys are endogoneous. Thank you.


y1it=alpha1i+beta1*y2it+beta2*xit+beta3*z1it + error

y2it=alpha2i+theta1*y1it+theta2*xit+ theta3*z2it + error

Thank you very much for any responses.

bulent


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