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st: Testing/allowing for autocorrelation following SUREG estimations


From   "Rene Cabral-Torres" <[email protected]>
To   <[email protected]>
Subject   st: Testing/allowing for autocorrelation following SUREG estimations
Date   Thu, 16 Dec 2004 19:35:20 -0000

Dear Stata list users,

I am estimating a system of equation through Seemingly Unrelated
Regressions (SUR) in STATA. Does anybody know how to test for
autocorrelation following the SUREG command estimations? 

I know that in LIMDEP there is in fact a way of allowing for
autocorrelation following SUR estimations, I wonder if there is
something similar in STATA. 

Thanks a lot,

Rene Cabral
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