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st: panel data cross-equation constraints
From
Tomáš Houška <[email protected]>
To
[email protected]
Subject
st: panel data cross-equation constraints
Date
Tue, 8 May 2012 17:41:09 +0200
Dear Statalist,
I have panel data which I am using for Almost Ideal Demand System
estimation and I am looking for imposing cross-equation constraints.
My model has 4 equations (each done on panel data), into which I need
to impose both intra-equation and inter-equation constraints on the
estimates.
I guess for cross-equation constraints to work I will need a
simultaneous equations estimator (something like -sureg- is), but for
panel data. Is there such an estimator that I could use? I cant find
any such estimator either in Stata (v12) or in user-written files
(there is -xtsureg- but it does not support any constraints).
Any help will be very appretiated.
Thank you
Tomas
PhD Candidate
Department of Economics, Faculty of Economics and Administration
Masaryk University
Czech Republic
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