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From |
Kit Baum <[email protected]> |

To |
[email protected] |

Subject |
st: re: estimate a nonlinear system of equations |

Date |
Wed, 19 Dec 2007 14:52:32 -0500 |

I can estimate each equations separately using nl. However, when I try

to estimate the system using the same syntax as linear estimation for a

system of equations, I get a varlist error. What is the syntax or how

do you estimate a non-linear system of eqation in Stata 9.0?

You don't. You might find that the Stata 10 command -nlsur- will do the job.

In Stata 9.x, you could use -ml- if you are willing to make distributional assumptions. That is, you would have to write down the likelihood function of the system. See any econometrics textbook re FIML.

Kit Baum, Boston College Economics and DIW Berlin

http://ideas.repec.org/e/pba1.html

An Introduction to Modern Econometrics Using Stata:

http://www.stata-press.com/books/imeus.html

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