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st: Recursive biprobit with panel data


From   Stats Help <[email protected]>
To   [email protected]
Subject   st: Recursive biprobit with panel data
Date   Sat, 9 Apr 2011 17:08:50 -0700 (PDT)

Does anyone know of a module or software that can run a recursive biprobit with 
panel data?

Model:

Y1it* = b0 + b1 X1it + . . . + e1

Y2it* = a0 + a1 Y1i(t-1) + a2 X2it + . . . + e2

Where Y =1 if Y* >0, Y = 0 otherwise.

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