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st: HELP ON SYSTEM OL LINEAR AND NONLINEAR PANEL DATA!


From   "sistoand80" <sistoand80@libero.it>
To   "stata statta" <statalist@hsphsun2.harvard.edu>
Subject   st: HELP ON SYSTEM OL LINEAR AND NONLINEAR PANEL DATA!
Date   Wed, 7 Mar 2007 17:28:06 +0100

Dear all,
I'm a Phd Student in Economics of the university of Turin (Italy). I've the=
  following problem. I want to estimate the following panel data model:

- music_sales(it) =3D a(0) + a(1) price(it) + a(2) piracy(it) + A(k) other =
explanatory variable

-  piracy(it) =3D b(0) + b(1) price(it) + a(k) explanathory variable + a(n)=
  additional instrument

However, piracy is a categorical variable..
Have someone a suggestion to how I can estimate such a model, both from a t=
heoretical and an applied point of view (using stata 9)?
Thank you so much for your suggestion!
Best Regards,
Andrea Sisto


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