[R] Estimating simultaneous equations in plm()

[bateman001]

Hello everybody,

I am relatively new to R and struggling with the following problem: I want
to estimate a system of equations in R using the plm() command.
Unfortunately the data have a panel structure which should be exploited
during the estimation process. Hence I decided for a fixed/random effects
setup. 
In the systemfit()-command one can actually define a system of equations and
estimate simultaneously while certain parameter restriction can be imposed.
But this only works for a pooling approach, i.e. ignoring the panel
structure. 

The code is the following:

first.eq <-  y ~ c + b1*x1 + b2*x2 + u           #First equation
second.eq <-  z ~ c + b1*x1 + b2*x2 + u     #Second equation
third.eq <-  w ~ c + b1*x1 + b2*x2 + u        #Third equation

As you can see, the explanatory variables are the same over all equations,
however, the endogenous variable is changing. What I want is to define a
system like: system.eq <- list(first.eq, second.eq, third.eq) and estimate
ist by: plm(system.eq, model = "within") 

Thank you very much for your help! 



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