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st: AW: panel data cross-equation constraints


From   "Dithmer, Jan" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: AW: panel data cross-equation constraints
Date   Wed, 9 May 2012 09:42:33 +0200

What is xtsureg?
I couldn't find it anywhere...

-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Tomáš Houška
Gesendet: Tuesday, May 08, 2012 5:41 PM
An: [email protected]
Betreff: st: panel data cross-equation constraints

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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