Hi everyone,

I am quite new to use Stata for 3 stage least square. Please help!
I would like to estimate these models:

y: dependent variable, and ex1 to ex5 are exogenous variables; while end1 and end2 are the two endogenous variables. iv1 to iv6 are instrument variables.

y = ex1 ex2 ex3 ex4 ex5 end1 end2 year-effect industry-effect (1)

end1 = iv1 iv2 iv3 ex1 ex2 ex3 ex4 ex5 year-effect industry-effect (2)

end2 = iv4 iv5 iv6 ex1 ex2 ex3 ex4 ex5 year-effect industry-effect (3)

I read reg3 command, but I am not sure how to use it in this case. Can anyone help me out with the command? Are the specifications correct? Should I put y in (2) and (3) because there should be a simultaneous impact between y (dependent variable) and the endogenous variables from the prior research?

I really appreciate if someone can help.