From: "Rodrigo A. Alfaro" <raalfaroa@gmail.com>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
Subject: st: Re: GMM and systems of structural equations
Date: Sun, 27 May 2007 15:59:41 -0400
I did not get the question, but did you try -xtabond2-?
R
----- Original Message ----- From: "Fausto Araujo" <ytcfausto@hotmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, May 27, 2007 11:56 AM
Subject: st: GMM and systems of structural equations
Hi everyone,
I have this model:
y(t)=b0*y(t-1)+b1*X(t)+b2*Z(t)
Z(t)=a0*Z(t-1)+a1*W(t)
This model is a panel data with 5 thousands individuals in 10 years.
If this is not a system, I could estimate for arellano an bond, but the
problem arise when I need to use a systems endogenous equations. So, my
doubt is if is there a program which it permits to use a arellano and bond
and systems endogenous equations for panel estimation?
Could someone help in this subject?
I appreciate,
Fausto
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