xtivreg and xtivreg2 should work, but as far as I know there is no Stata
module to estimate 3sls for panel data.
Best,
Johan Hellstrom
>Dear statalist,
>I have to estimate a simultaneous equation model for panel data. Is there
any stata
>module to estimate it?
>Is there any web site where I could find the STATA module?
>
>I tried to solve the problem transforming my model into a non-panel
framework so I
>used a 3SLS estimation. About that (i.e 3sls), how to obtain a 3sls
estimation using
>different instrumental variables by each equation?
>
>Stata routine let me to estimate a 3sls using the same IV for all
equations, but not
>different IVs by each equation.
>
>Thanks a lot in advance,
>Francesca
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