Hello,
I am researching the topic of estimating simultaneous equation model for panel data.
The model looks like this:
Yi,t = bXi,t-1 + ei,t
Ui,t = cZi,t-1 +ui,t
Basically the two sets of panel equations need to be estimated simultaneously.
Similar posts have been made to Statlist few years ago saying that Stata has no such routines.
Do you have updates on this issue.
Thank you for your help.
Wael
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