可以采用xtivreg命令以及xtivreg2命令进行估计，至于工具变量的合理性，可以采用overidxt和xtoverid两个命令进行检验。

本质上讲，联立方程模型的关键就是处理内生性问题。

overidxt from http://fmwww.bc.edu/RePEc/bocode/o
    'OVERIDXT': module to test validity of instruments in xtivreg / overidxt
    computes a "Sargan" test of overidentifying restrictions / for a fixed
    effects panel data regression estimated via / instrumental variables in
    which the number of instruments / exceeds the number of regressors: that

xtivreg2 from http://fmwww.bc.edu/RePEc/bocode/x
    'XTIVREG2': module to perform extended IV/2SLS, GMM and AC/HAC, LIML and
    k-class regression for panel data models / xtivreg2 implements IV/GMM
    estimation of the fixed-effects and / first-differences panel data models
    with possibly endogenous / regressors.  It is essentially a wrapper for

xtoverid from http://fmwww.bc.edu/RePEc/bocode/x
    'XTOVERID': module to calculate tests of overidentifying restrictions
    after xtreg, xtivreg, xtivreg2, xthtaylor / xtoverid computes versions of
    a test of overidentifying / restrictions (orthogonality conditions) for a
    panel data / estimation.  For an instrumental variables estimation, this

这几个东西好像下载不了，出现了下面的显示，这是啥意思

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在stata中输入 findit xtivreg