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

[wpan@ln.edu.hk]

Dear Austin,

Many thanks for the advice.

Grace


Quoting 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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Wanbin PAN, Grace
Research Assistant
Department of Finance and Insurance
Lingnan University
Email: wpan@Ln.edu.hk
Office: (852) 2616 8180
Mobile:(852) 6493 5037



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