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RE: st: sytems of equations and panel data

From   "jyotsna puri" <[email protected]>
To   [email protected]
Subject   RE: st: sytems of equations and panel data
Date   Thu, 07 Oct 2004 17:07:51 +0000

Dear Bayou,

I am trying to do exactly the same thing. I have a panel for 11 years. The only
variation I have is, I think that population is endogenous. My left hand side
variables in the SUR will be area equations. Any insights on this on
and off the list would be appreciated. I will return the favor.
Thanks for posting this question.

----Original Message Follows----
From: Bayou Demeke <[email protected]>
Reply-To: [email protected]
To: [email protected]
Subject: st: sytems of equations and panel data
Date: Thu, 7 Oct 2004 09:28:23 -0700 (PDT)

I wanted to do a fixed effects or random effects model
for systems of land demand equations. I belive the
error terms across equations are correlated, and hence
estimating them as a system improves efficiency. I
have a panel data of 5 years.

I have seen papers on Random effects SUR (such as
Avery, 1977 and Balatgi, 1980) but haven't come across
packages that handles SUR with panel. I would
appreciate any insight as to how to do this in STATA.

Bayou Demeke

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