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From   Chang-Tai Hsieh <[email protected]>
To   <[email protected]>
Date   Tue, 21 Dec 2004 13:15:37 -0800 (PST)

Greetings,

I am trying to estimate a two equations simultaneously, but imposing an
assumption about the correlation of the error structure across the two
equations.  For example,

equation 1:  C=X'b + u
equation 2:  Y=X'a + d*C + e

And imposing the condition that cov(u,e)=rho

Is there a command in Stata that will allow me to do this, or do
I have to program this?

With thanks,

_______________________________________________________________________________
Chang-Tai Hsieh				ph.: (510) 642-2617
Associate Professor			fax: (510) 642-6615
Department of Economics			assist.: (510) 643-9044
University of California, Berkeley	web: elsa.berkeley.edu/~chsieh
Berkeley, CA 94720-3880			email: [email protected]
_______________________________________________________________________________


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