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Let me rephrase my question hoping to have some
comments on my query:
Systems of equations:
EQ1. Yit = X1it + X2it + X3it + CONTROLit + ui+ e1it
EQ2. X1it = X2it + X3it + Z1it + ui + e2it
EQ3. X2it = X1it + X3it + Z2it + ui + e3it
EQ4. X3it = X1it + X2it + Z3it + ui + e4it
I want to address both unobserved individual effect
and endogeneity issue simultaneously. Equation 1 is
the one that I am interested primarily and the rest
are the determinants of the regressors that I am
Much appreciate if anyone can provide some insights
1. if its possible to handle the above system with
2. I know reg3 would be able to address this issue but
there is a concern of identification. Therefore, would
appreciate if someone out there can provide some
comparative insights between using reg3 and xtivreg/2
for my systems.
Thank you in advance for any of your insights.
Dept. of Accounting and Finance,
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