Dear Stata list users,
I am estimating a system of equation through Seemingly Unrelated
Regressions (SUR) in STATA. Does anybody know how to test for
autocorrelation following the SUREG command estimations?
I know that in LIMDEP there is in fact a way of allowing for
autocorrelation following SUR estimations, I wonder if there is
something similar in STATA.
Thanks a lot,
Rene Cabral
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