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Re: st: Logit VAR


From   Nima Darbari <[email protected]>
To   [email protected]
Subject   Re: st: Logit VAR
Date   Fri, 14 Feb 2014 13:37:46 +0100

Since I have received no replies to my post which I admit has been
quite rare, I thought maybe I have not explained myself well. This is
the system I want to estimate:

Y(t)=C1+Y(t-1)+X(t-1)+P(t-1)+Z(t-1)+e.Y
Z(t)=C2+Z(t-1)+X(t-1)+V(t-1)+Y(t)+e.Z
(Y is binary)

On Thu, Feb 13, 2014 at 9:38 AM, Nima Darbari <[email protected]> wrote:
> I need to estimate a simultaneous dynamic (one lag of each one of the
> two dependent variables) system with a binary and a continuous
> dependent variable and several exogenous variables. I think it is
> possible in Stata 13 via VAR estimation but is there any solution for
> it in Stata 12?
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