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st: sytems of equations and panel data


From   Bayou Demeke <bayou_demeke@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: sytems of equations and panel data
Date   Thu, 7 Oct 2004 09:28:23 -0700 (PDT)

Hi,
I wanted to do a fixed effects or random effects model
for systems of land demand equations. I belive the
error terms across equations are correlated, and hence
estimating them as a system improves efficiency. I
have a panel data of 5 years. 

I have seen papers on Random effects SUR (such as
Avery, 1977 and Balatgi, 1980) but haven't come across
packages that handles SUR with panel. I would
appreciate any insight as to how to do this in STATA. 

Thanks
Bayou Demeke


		
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