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st: SUR in the presence of AR(1)


From   "naceur khraief" <[email protected]>
To   [email protected]
Subject   st: SUR in the presence of AR(1)
Date   Wed, 15 Dec 2004 13:32:13 -0500

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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