I apologize if this looks repetitive, but I was told to post it here.
Two equations
Y = X + V1 + V2 + industry + time
X = Y + V1 + V2 + industry + time
I have an instrument, Z, that can be used to predict X.
I also have about 100 of industry and time dummies. (So I can't use 'model').
How do I go about producing the estimated coefficients for the above two equations?
No STATA, nor SAS seem to have the procedure for simultaneous equations.