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st: simultaneous equations with endogenous regressors


From   "Paola Cardamone" <[email protected]>
To   <[email protected]>
Subject   st: simultaneous equations with endogenous regressors
Date   Mon, 19 Sep 2005 10:09:17 +0200

Dear statalisters,
I'd like to estimate a SUR with panel data in which many regressors are endogenous. In particular, I'd like to estimate a translog production function with constant returns to scale.
How could I do it in Stata? That is, could I use lagged independent variables as instruments for the endogenous regressors (as a 3sls in a single linear equation)?
Thanks for any help,
Paola Cardamone

Dipartimento di Economia e Statistica
Universit� della Calabria
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