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st: 3sls-fe regression for panel data


From   Daniela A <[email protected]>
To   [email protected]
Subject   st: 3sls-fe regression for panel data
Date   Mon, 31 Oct 2011 17:48:09 +0100

Dear Statalist,

how to run 3sls-fe regression for panel data?

The system consists of two symultaneous equations.

The variables are:

First equation: dependent and endogenous variable is V1;   explanatory
varibales are A, B, C, D, E;    fixed effect are: firm, year

Second equation: dependent and endogenous variable is V2;    explanatory
varibales are A, B, C, F, G;    fixed effect are: firm, year

How to run regressions for panel data? xtivreg?

Are two equations needed or can it be done in one line?

Thank you.

Best,
Dany

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