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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: 3 simultaneous equations with large amount of dummies |

Date |
Wed, 25 Mar 2009 06:09:23 -0400 |

<>

Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html On Mar 25, 2009, at 02:33 , xinzheng wrote:

(1) I am estimating a simultaneous equation system with 3 equations,but I need to include firm fixed effects in each equation. If I justuse reg3 and add firm dummies, there are two many firms (>3000), ittakes a very long time and sometimes I could not get the results. Iwas wandering what kind of other STATA command I can use.(2) I am running a IV estimation with a firm level fixed effect, ifI add firm dummies, there are more than 3000, which makes itimpossible to get the results. Is there any other STATA command Ican use?

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