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Re: st: How to Estimate Simultaneous Equation Model for Panel Data


From   "Johan Hellstrom" <[email protected]>
To   <[email protected]>
Subject   Re: st: How to Estimate Simultaneous Equation Model for Panel Data
Date   Mon, 16 Apr 2007 11:06:25 +0200

xtivreg and xtivreg2 should work, but as far as I know there is no Stata
module to estimate 3sls for panel data.

Best,
Johan Hellstrom

>Dear statalist,
>I have to estimate a simultaneous equation model for panel data. Is there
any stata 
>module to estimate it? 
>Is there any web site where I could find the STATA module?
>
>I tried to solve the problem transforming my model into a non-panel
framework so I 
>used a 3SLS estimation. About that (i.e 3sls), how to obtain a 3sls
estimation using 
>different instrumental variables by each equation? 
>
>Stata routine let me to estimate a 3sls using the same IV for all
equations, but not 
>different IVs by each equation.
>
>Thanks a lot in advance,
>Francesca


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