Dear all:
I am trying to estimate a four-equation simultaneous model, my dataset is a panel. Usually I try reg3 and I add dummies to control for the fixed effects. However, one of the four equations is a dynamic panel, where the dependent variable depends on its past realizations. If that equation was to be estimated alone, the usual approach should be xtabond2. However, how do I can estimate the overal simultaneous equations model in such a situation? I have not seen any stata command that allowes me to do so.
I will appreciate all the help
Juan
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