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st: System of equations using iterative non-linear least squares


From   "Nuno Soares" <ns.mlists@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: System of equations using iterative non-linear least squares
Date   Tue, 16 May 2006 08:46:17 +0100

Hi everyone,

I need to estimate a system of equations using iterative non-linear least
squares (to test for market rationality (Mishkin(1983)), but I can't find if
stata is able to do such a thing... The system of equations is the
following:

Y1=B1+B2*X1+e1
Y2=B3*(Y1-B1-B4*X1)+e2

Does anyone have an idea of how to do this in stata?

Best,

Nuno

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