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st: estimation of nonlinear simultaneous equations system


From   Hyeok Jeong <hjeong@usc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: estimation of nonlinear simultaneous equations system
Date   Wed, 30 May 2007 15:10:39 -0700

Dear Stata listers,

I would like to estimate a nonlinear simultaneous equation system using
Stata, for example:
Y1(t) = F[X1(t),X2(t); p] +U1(t)
Y2(t) = G[X1(t),X2(t); p] +U2(t),
where Y1 and Y2 are dependent variables,  X1 and X2 are explanatory
variables, U1 and U2 are possibly correlated error terms, and p is the
vector of parameters to be estimated.

All I know about nonlinear estimation from Stata is the "nl" routine for
a single equation estimation.
Could anyone help me to implement this estimation using Stata?  I will
appreciate it much.

Hyeok



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