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st: Panel data with simultaneous equations

From   Ayman Farahat <>
To   "" <>
Subject   st: Panel data with simultaneous equations
Date   Fri, 10 Feb 2012 08:55:20 -0800 (PST)


I am working on an application to model the impact of social media on overall online media consumption. 

To that end, i have a panel of users.
I am looking at the following specification :

social_{i,t} =  f_1( nonsocial_{i,t}, x_{i,t})
nonsocial_{i,t} =  f_2( social_{i,t}, x_{i,t})

where :
social_{i,t} i the social media of subject ``i" at time ``t"
nonsocial_{i,t} i the non-social media of subject ``i" at time ``t"
x_{i,t} are the  co-variates of subject ``i" at time ``t".  i could also have time fixed co-variates. 

I am looking at a linear model, where both f_1, f_2 are linear. 

Is there a way i can estimate such a model using stata? 


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