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Use -xtivreg2- (from SSC), fixed effects, equation by equation to compute consistent estimates of these equations.
On Feb 1, 2010, at 2:33 AM, Berkan wrote:
> Is there any other method for simulataneous equation estimation for
> panel data (static and/or dynamic) in STATA?
>
> If not, do you have any suggestion any methodogy (or software) for
> solving static panel triangular simultaneous equations system in
> below?
>
> Y(t,i)= X1(t,i)+X2(t,i)+X3(t,i) + P(t,i) + Z(t,i)
> P(t,i)= X3(t,i)+X4(t,i)+X5(t,i)+ Y(t,i) + Z(t,i)
> Z(t,i)= Y(t,i)+ P(t,i) + X5(t,i)+X6(t,i)
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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