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st: simultaneous equations with a constraint on the error term
It looks like my previous message had formatting problems, so here is
the question again (sorry):
I have panel data, and I am trying to estimate a model with
simultaneous equations similar to that in Altonji et al. (2005):
where the correlation between u and v, p, is
I was considering trying to use reg3, but it looks like the
constraints for reg3 are constraints on the coefficients rather than
the error terms. Is there a way to impose this constraint on the
error term? Also, is there a reg3 that is meant for panel data?
I would really appreciate any ideas.
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