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Re: st: Static panel data for simultaneous equations system


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Static panel data for simultaneous equations system
Date   Mon, 1 Feb 2010 07:49:23 -0500

<>
Use -xtivreg2- (from SSC), fixed effects, equation by equation to compute consistent estimates of these equations. 

On Feb 1, 2010, at 2:33 AM, Berkan wrote:

> Is there any other method for simulataneous equation estimation for
> panel data (static and/or dynamic) in STATA?
> 
> If not, do you have any suggestion any methodogy (or software) for
> solving static panel triangular simultaneous equations system in
> below?
> 
> Y(t,i)= X1(t,i)+X2(t,i)+X3(t,i) + P(t,i) + Z(t,i)
> P(t,i)= X3(t,i)+X4(t,i)+X5(t,i)+ Y(t,i) + Z(t,i)
> Z(t,i)= Y(t,i)+ P(t,i) + X5(t,i)+X6(t,i)


Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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