Hi everyone
I wanna estimate a simultaneous equations model including 2 equations using 3sls method. First equation includes variables with time series data and the Second equation includes 4 variables that one of them has time series data (which is the dependent variable from the first equation that appears as an independent variable in the second equation) and the rest of them are variables with panel data.
I wanna know that is it possible to estimate this model with such a mixture of panel data and time series? or the data needs to be either time series or panel for all variables in both equations?
Thanks in advance
Estimating simultaneous equations model
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