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st: Testing across equations when using prais


From   "Sudha Narayanan" <sn237phd@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Testing across equations when using prais
Date   Fri, 1 Feb 2008 09:16:55 -0500

Hi,

I have a time series dataset with 108 observations. I want to run
three single equation models for three overlapping subsets of this
dataset (using observations
1 through 64, 1 through 100 and 1 through 108) using the form

prais Y1 X1, robust
prais Y2 X2, robust
prais Y3 X3, robust


I would now like to test if the coeffiecient on X are equal across
pairs of models.

How can I execute this? Nesting using dummy for different models won't
work in this case and I am not sure what to do.
Thanks

Sudha
Chennai, India
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