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st: simultaneous equations with panel data, endogenous regressors and cluster standard errors


From   Agnese Romiti <romitiagnese@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: simultaneous equations with panel data, endogenous regressors and cluster standard errors
Date   Fri, 6 Apr 2012 10:12:48 +0200

Dear all,

I need to estimate two simultaneous equations with a panel (FE-linear
model)  and two endogenous variables for which I have the appropriate
instruments. On top of that my endogenous variables are at regional
level, therefore I have to cluster the standard errors because the
dependent variables are instead at individual level.
I've looked up in the list but I haven't found any previous messages
helping me to fix this issue.
Is there anyone who might suggest a way out?

Many thanks for any suggestions

Agnese
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