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RE: st: Correlation in SUR


From   "A.Silva-Montes" <as454@kent.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Correlation in SUR
Date   Mon, 30 May 2011 13:12:48 +0100

Dear Stata Friends,

Thanks, I will be more explicit. I have a SUR model with evidence of serial correlation. I read that to solve this, I can impose a structure in the error correlation matrix.
Could you please give any advice on how do it in Stata?

Alternative, I may include AR terms in each equation. 
Could you please give any advice on how do it in Stata?

Thanks,
Andres
________________________________________
From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Oliver Jones [ojones@wiwi.uni-bielefeld.de]
Sent: 30 May 2011 12:37
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Correlation in SUR

Hi,
it is not clear what advice you seek.
Dose this help

help sureg

or

findit sur

Best
Oliver
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