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st: 3 simultaneous equations


From   palireza <pantea@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: 3 simultaneous equations
Date   Mon, 12 Sep 2011 12:46:46 -0700 (PDT)

Dear all 

I am trying to estimate two-stage least squares simultaneous equations. I
have three endogenous variables Y1, Y2, and Y3 and one instrument for each
(X1,X2,X3)   

Y1 = a0 + a1*Y2 + a2*Y3+a3*X1 + a4*X4 + a5*X5 
Y2 = b0 + b1*Y1 + b2*Y3 + b3*X2 + b4*X4 + b4*X5 
Y3 = c0 + c1*Y1 + c2*Y2 + c3*X3 + c4*X4 + c4*X5

I tried to use xtivreg2 but I am not sure how it works with three equations.
I would really apprecite any hint.

Thank you very much. 



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