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Estimating the parameters of simultaneous-equations models with the sem command in Stata 12

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  • David M. Drukker

    (StataCorp LP)

Abstract

In this talk, I introduce Stata 12's new sem command for estimating the parameters of simultaneous-equations models. Some of the considered models include unobserved factors. Estimation methods include maximum likelihood and the generalized method of moments.

Suggested Citation

  • David M. Drukker, 2011. "Estimating the parameters of simultaneous-equations models with the sem command in Stata 12," CHI11 Stata Conference 13, Stata Users Group.
    • Handle: RePEc:boc:chic11:13
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    File URL: http://fmwww.bc.edu/repec/chic2011/chi11_drukker_sem.pdf
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