Hi Everybody,
Could anybody give me some idea how to estimate SUR with fixed effects using
Stata? I'm new to Stata. All I know at this point is that I could use XTREG
to estimate a single equation with fixed effects, and SUREG to estimate a
system of equations. I've no idea how to proceed from here. For your
information, I'm trying to use Stata to "cross-check" some estimation
results I obtained using TSP. Your answers will be gratefully appreciated.
Jeremy Z.
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