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st: How to Estimate Simultaneous Equation Model for Panel Data


From   "cracolici" <[email protected]>
To   [email protected]
Subject   st: How to Estimate Simultaneous Equation Model for Panel Data
Date   Fri, 13 Apr 2007 14:44:56 +0200

Dear statalist,
I have to estimate a simultaneous equation model for panel data. Is there any stata 
module to estimate it? 
Is there any web site where I could find the STATA module?

I tried to solve the problem transforming my model into a non-panel framework so I 
used a 3SLS estimation. About that (i.e 3sls), how to obtain a 3sls estimation using 
different instrumental variables by each equation? 

Stata routine let me to estimate a 3sls using the same IV for all equations, but not 
different IVs by each equation.

Thanks a lot in advance,
Francesca


 
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