Dear Mr. Allin Cottrell,
I tried to estimate panel data simultaneous equation model, but failed as an error message appeared, it says "Sorry, command not available for this estimator".
I attached my dataset to this mail, and the information about the dataset and equations is:

<info about data and equations>
113 cross-sectional units observed over 26 periods;
unbalanced panel data;

equation pf 0 gdpr ko pcr
equation pcr 0 gdpc efw to pf fdi
endog pf pcr
<info about data and equations>

I hope you can help me to solve the problem.
Thanks.

Zhenzeng YOUNG

2009/8/10 Allin Cottrell <cottrell@wfu.edu>

On Sat, 8 Aug 2009, Zhenzeng Young wrote:

> I'm trying to estimate SEMs using panel data, and the panel is
> unbalance, could you tell me if it is possible?

"SEM" = simultaneous equation models?  So far I know this should
work, but I will admit that it's not seriously tested with panel
data.

Why don't you try it and let us know if you find any apparent
problems?

Allin Cottrell
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--
YANG Zhenzeng
Dep. of international economics and trade,
Economics school,
Tianjin University of Finance and Economics, PRC.