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st: Simultaneous equations in panel data


From   Fardad Zand <fardad.zand@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Simultaneous equations in panel data
Date   Wed, 4 Feb 2009 13:34:36 +0100

Dear Listers,

Hi. I do have a set of 9 equations which should be simultaneously
estimated, since some of the equations' independent variables are
dependent for others. Yet, I don't deal with cross-section data but
panel data. That means all of my equations have both a firm and time
dimension.

How can I run the estimation? On the one hand, the -XT commands are
useful for single equations. On the other hand, -reg3 is suitable for
cross-section estimate of a set of equations?

Is there any useful command? What approach would you recommend? Any
user-written program? Any additional option in any Stata command?

Thank you so much for your advice and support.

Regards,
Fardad
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