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Re: st: Re: system estimation with dynamic panel


From   Hewan Belay <hewan_belay@yahoo.com>
To   Stata List <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Re: system estimation with dynamic panel
Date   Tue, 5 Aug 2008 14:59:06 -0700 (PDT)

Der Kit,

I used the example from Nicola so as to not introduce a whole different 
example but to re-ask Nicola's question. In my particular case, my 
equations didn't have a dynamic nature altogether, but they did have 
endognous vars on the right hand sides (e.g. one equations dependent var 
was the other's regressor and vice versa). I had, at the time, wanted to 
use a "panel version" of reg3, i.e. use 3SLS to estimate a simultaneous 
equation system, only that each of three equations wasn't a cross-section 
(i.e. along the lines of y_i = a + b*x_i + e_i; consider the x_it a vector 
of regressors) but rather panel (ie. y_it = a + b*x_it + e_it).

Is it correct then that there is no panel version of reg3, and one would 
have to use a more "manual" approach in imposing the desired restrictions 
on the parameter and error matrices? 

Hewan

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