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st: Applicability of Seemingly Unrelated Regression/MultivariateRegression to Panel Data


From   Chang Hee Lee <[email protected]>
To   [email protected]
Subject   st: Applicability of Seemingly Unrelated Regression/MultivariateRegression to Panel Data
Date   Thu, 23 Oct 2003 00:42:30 -0400

I am using a panel data set for analysis (24 cross-section units and 4 years). And I am trying to look at several different dependent variables using the same independent variables for each equation. Since this looks like a condition that matches sureg (seemingly unrelated regression) and/or mvreg (multivariate regression), I am wondering if either one of these two estimation methods can be used for panel data instead of fixed- or random-effects models.
I would appreciate any help.
Thank you.




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