dear statalisters,
i need to jointly estimate a simultaneous system of equations on panel
data with a long time series dimension.
my problem is that i need to correct for error serial correlations and
as far as i understand this cannot be done under the 3sls "reg3"
command.
the command "ivreg2" would be useful, but it seems it can only applied
in a single equation setting.
is there a way to estimate a system of equation correcting for error
serial correlation?
many thanks for your help,
john
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