Hi all,

I am trying to solve the following equation system. The data is panel and I will include fixed effects (id, time)


depvarA = z x1 x2 i.id i.time (eq.1)
depvarB = depvarA x1 x2 i.id i.time (eq.2)
depvarC = depvarB x3 i.id i.time (eq.3)


If there are only first two equations, I would try the following
xi:xtivreg depvarB x1 x2 i.time (depvarA = z), fe cluster(id)

However, I have no idea when it comes to solving three equations with panel data.
The only thing I know is reg3, which does not allow robust standard errors.

One thing I can think of is combining eq1 and eq2 like
depvarB = z x1 x2 i.id i.time

However, I do want to see how variable z impacts depvarA, which again impacts depvarB, which impacts depvarC.