Re: st: How to Estimate a two-equation Dynamic Simultaneous Model

["Austin Nichols" <austinnichols@gmail.com>]

Grace--

You may be interested in -xtabond2-
(-findit xtabond2- to install) and
http://www.cgdev.org/files/11619_file_HowtoDoxtabond8_with_foreword_1_2_07.pdf


On 4/18/07, wpan@ln.edu.hk <wpan@ln.edu.hk> wrote:
> Dear statalist,
>
> I have to estimate a two-equation dynamic simultaneous  model for panel
> data. My model is
>
> y(i,t)=a1+b1*y(i,t-1)+c1*x(i,t)+d1*z1(i,t)+u(i,t)
> x(i,t)=a2+b2*x(i,t-1)+c2*y(i,t)+d2*z2(i,t)+v(i,t)
>
> z1,z2 are exogenous variables, u,v are disturbances.
>
> Is there any stata module to estimate it?
>
> Thanks,
> Grace
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