Hi there,
I want to estimate simultaneous equation model with panel data. The model looks
as follows
Y1=a0+a1*X1+a2*X2
Y2=b0+b1*X2+b2*X1
X1=Z1-(Y1/a1)
X2=Z2-(Y2/b1)
I
In this model Y1, Y2, X1 and X2 are endogenous variables; Z1, Z2 are exogenous
variables and a0, a1, a2, b0, b1 and b2 are parameters. Could any one please
help me how to estimate this model in R. Thanking you in anticipation
Cheers,
Waseem
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