import delimited C:\klein.csv tsset year, yearly ivregress 2sls c L.p (p w = t wg g a L.k L.y), small estat overid estat endogenous reg3 (c = p L.p w) (i = p L.p L.k) (wp = y L.y a), exog(t wg g) endog(w p y) small estimates store kleineqs forecast create kleinmodel forecast estimates kleineqs forecast identity y = c+i+g forecast identity p=y-t-wp forecast identity k=L.k+i forecast identity w=wg+wp forecast solve, begin(1937) twoway (tsline c f_c)