st: GMM and systems of structural equations

["Fausto Araujo" <ytcfausto@hotmail.com>]

   Hi everyone,

   I have this model:
   y(t)=b0*y(t-1)+b1*X(t)+b2*Z(t)
   Z(t)=a0*Z(t-1)+a1*W(t)

   This model is a panel data with 5 thousands individuals in 10 years. If 
this is not a system, I could estimate for arellano an bond, but the problem 
arise when I need to use a systems endogenous equations. So, my doubt is if 
is there a program which it permits to use a arellano and bond and systems 
endogenous equations for panel estimation?
    Could someone help in this subject?
    I appreciate,
    Fausto

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