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st: three simultaneous equations
From
Pantea Alirezazadeh <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: three simultaneous equations
Date
Mon, 19 Sep 2011 22:40:37 +0000
Dear All,
I would like to run three simultaneous equations with fixed effects and don't know what command to use. To my understanding Xtivreg2 doesn't handle three equations and reg3 doesn't work with fixed effect.
Y1t = a0 + a1*Y2t + a2*Y3t+a3*X1t + a4*X4t + a5*X5t
Y2t= b0 + b1*Y1t + b2*Y3t + b3*X2t + b4*X4t + b4*X5t
Y3t = c0 + c1*Y1t + c2*Y2t + c3*X3t + c4*X4t + c4*X5t
I appreciate any help on this.
Thanks
Pantea
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