Dear All,
How can I estimate a panel data, fixed effects, simultaneous equations
model ?
For example what is the correct command(s) to estimate the following model
where x and z are exogonoeus and ys are endogoneous. Thank you.
y1it=alpha1i+beta1*y2it+beta2*xit+beta3*z1it + error
y2it=alpha2i+theta1*y1it+theta2*xit+ theta3*z2it + error
Thank you very much for any responses.
bulent
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