st: How to Estimate a two-equation Dynamic Simultaneous Model

[wpan@ln.edu.hk]

Dear statalist,

I have to estimate a two-equation dynamic simultaneous  model for panel 
data. My model is

y(i,t)=a1+b1*y(i,t-1)+c1*x(i,t)+d1*z1(i,t)+u(i,t)
x(i,t)=a2+b2*x(i,t-1)+c2*y(i,t)+d2*z2(i,t)+v(i,t)

z1,z2 are exogenous variables, u,v are disturbances.

Is there any stata module to estimate it?

Thanks,
Grace

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