Three Stage Least Squares (3SLS) Estimation

[george.ca]

Dear all,

I was trying to use 3SLS to estimate a system of IS-LM + Philips Curve equations. The results are however not showing the parameter on the first variable logRealGDP

I was following the instructions on the stata manual and I used the following codes:

global Consumption "(logconsumption: logrealgdp wages)"
global Investment "(loginvestment: logrealgdp L4.logrealgdp callrate shares land)"
global NetExport "(lognetexp: logrealgdp realexch)"
global MoneyDemand "(callrate: logrealgdp logM1 logdeflator)"
global PhilipsCurve "(logdeflator: logrealgdp loghpoutput L.logdeflator )"
global enlist "logrealgdp"
global exlist "loggovtexpen wages realexch shares land loghpoutput logM1"
reg3 $Consumption $Investment $NetExport $MoneyDemand $PhilipsCurve, endog($enlist) exog($exlist)

Could you advise me on the error?

Thank you!

Best wishes,
George