I have two questions
(1) I am estimating a simultaneous equation system with 3 equations, but I need to include firm fixed effects in each equation. If I just use reg3 and add firm dummies, there are two many firms (>3000), it takes a very long time and sometimes I could not get the results. I was wandering what kind of other STATA command I can use.
(2) I am running a IV estimation with a firm level fixed effect, if I add firm dummies, there are more than 3000, which makes it impossible to get the results. Is there any other STATA command I can use?
Thank you very much!
Xinzheng Shi
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