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st: SUR in the presence of AR(1)


From   Naceur Khraief <[email protected]>
To   [email protected]
Subject   st: SUR in the presence of AR(1)
Date   Wed, 15 Dec 2004 14:06:29 -0500

Hi Users

I would like to run a SUR regression for 3 equations. The problem that
for each equation present a AR(1) autocorrelation. What's the right
stata command that take into consideration this problem.
Thanks in advance.

Naceur

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