It seems like I have a problem of simultaneity, that is, explained variable Y1it is influenced by X1it , and vice versa X1it is influenced by Y1it. In order to overcome this endogeneity problem, I've solved a system of simultaneous equations (proc syslin). The question is whether this procedure gives me BLUE estimators.
How I can infer whether Y1it can be predicted by X1it or vice versa, X1it is caused by Y1it. Or maybe I need another procedure in order to find a causal effect. Maybe i should use proc varmax for checking granger causality. But, there, i check if group2 influences on group1, or group1 is Influenced by itself and it is not my case. Thank you