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st: Time Series System w/ unobserved variables


From   "Elliot Bendoly" <Elliot_Bendoly@bus.emory.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Time Series System w/ unobserved variables
Date   Fri, 12 May 2006 15:43:04 -0400

As a new user of Stata, I'm looking for a guide to estimating a 4
simultaneous time-series equations,
potentially with up to two of the 4 relating to unobserved variables.  May
be some quadratic terms.
What's a good text (set of texts) to help guide me in this?  Does anyone
know (have) example Stata 
syntax documentation for running something "like" this? (probably being
too vague at this point, but
let me know if this kind of thing rings a bell)
THANKS


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