# 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