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st: RE: SUR with panel data


From   "Karfakis, Panagiotis (ESAF)" <Panagiotis.Karfakis@fao.org>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: SUR with panel data
Date   Thu, 21 Aug 2008 16:39:24 +0200

have you tried: xtsur
if its not installed write in command line:

net search xtsur

best

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of vmarzano@unina.it
Sent: 21 August 2008 16:27
To: statalist@hsphsun2.harvard.edu
Subject: st: SUR with panel data


Dear statalist users,

I am going to estimate an International trade model using a database with
observations related to o-d pairs of countries (x) for different years (t)
and commodity classes (c). This is therefore a panel dataset, and in addition
there is potential correlation between commodity classes equations for the
o-d pair x at the year t. Moreover, the dataset is not complete, since some
c?s are missing for xt pairs and some t?s are missing for xc pairs.

I should therefore perform a SUR estimation within a panel data
framework: how can I do it using STATA? I understand that sureg and xtreg
solve separately the two problems, but is there a way to combine them? I
would also be glad to know which tests can be run in order to contrast this
estimation with a simple panel data estimation (i.e. neglecting correlations
among commodity classes).

Thanks in advance.



----- Fine del messaggio inoltrato -----

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