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RE: st: Correlation in SUR


From   "A.Silva-Montes" <[email protected]>
To   "[email protected]" <[email protected]>
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: [email protected] [[email protected]] On Behalf Of Oliver Jones [[email protected]]
Sent: 30 May 2011 12:37
To: [email protected]
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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