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st: bivariate recursive probit model with simultaneous equations


From   <[email protected]>
To   <[email protected]>
Subject   st: bivariate recursive probit model with simultaneous equations
Date   Tue, 20 Dec 2005 11:24:39 +0900

Dear all,

I would like to know how to code bivariate recursive probit model with
simultaneous equations as is formulated as follows;

Y1 = a0 + a1*X1 + a2*X2 + a3*Y2 + u1

Y2 = b0 + b1*X1 + b2*X3 + u2

Y1, Y2: binary choice, u1, u2: error term

It would be great, if you could help me with coding.

Akira


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