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# Replication of illustrative system of equations from
# J. Kmenta, "Elements of Econometrics", 2e, (University
# of Michigan Press, 1986).
#
# The two endogenous variables were artificially generated
# by Kmenta. The other variables are taken from a study by
# Girschik and Haavelmo (Econometrica, 1947)
open kmenta.gdt
Kmenta <- system
equation Q 0 P D
equation Q 0 P F A
endog Q P
end system
estimate Kmenta method=ols
estimate Kmenta method=tsls
estimate Kmenta method=liml
estimate Kmenta method=3sls
estimate Kmenta method=3sls --iterate
estimate Kmenta method=fiml --verbose
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