st: SUR in the presence of AR(1)

[Naceur Khraief <eacnkh@hermes.ulaval.ca>]

Hi Users

I would like to run a SUR regression for 3 equations. The problem that
for each equation present a AR(1) autocorrelation. What's the right
stata command that take into consideration this problem.
Thanks in advance.

Naceur

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