Dear Irfan in 2012 as Idid not find the code to solve my equation I wrote an excell software and got the result so I propose you to do the same ofcourse it is hard and nearly takes a long time any way simultaneous equations can be solved by excell.

Regards

Thanks Dear Miri,

Can you please provide me the excel sheet that you code 

Regards 

Irfan 

Ishould go through my checklists and profile as it belongs to 4 years ago if I find I will provide you with my software

Best Wishes 

Roberto provides the code on his web-site. It is written in Gauss:

http://web.mit.edu/rigobon/www/Robertos_Web_Page/oth_-_ih.html

Thanks Unalmis for providing us information about the availability of codes.

Regards.

Irfan

If you are estimating two-equation and only two-equation system using heteroskedasticity-based identification approach, try alternative techniques (It is more difficult to modify Rigobon's Gauss code): “Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models,” by Arthur Lewbel, Journal of Business and Economic Statistics 2012, 30, 67-80. A free-to-download and easy-to-use Stata command "ivreg2h" can be implemented to estimate a two-equation simultaneous system. Please visit: https://www2.bc.edu/arthur-lewbel/