2SLS estimation

[Sungida Rashid]

Dear scholars,
I am estimating a system of equation where I have 3 endogenous variables say for example Y1,Y2 and Y3. In my analysis Y1 is a categorical variable taking 5 different values, Y2 is continuous and Y3 is a dummy. I am using a panel data of 2 years. I was wondering if anyone can suggest me a suitable method for estimating this system.
Thanks a lot for your time.
Sungida

[Phil Bromiley]

GSEM is appropriate. Roodman's cmp program might also do this.

[Sungida Rashid]

Thanks a lot for your response.