Dear Stata Users,
As a response to the queries on demand system estimation,
Prof.Jenkins suggested Poi (2002) and the set of ado files under
'demand', written by Dr.Poi. I had already gone through this and tried
to use it. These are for demand systems with 4 equations.
I have in fact tried working on these ado files, but could not figure
out how can I extend this for 12 equations in my case, and N equations
in general! All that I coud find was that some changes are required to
be done in the construcion of covariance matrix in quaids_delta.ado.
I'm not able to do this.
As I thought this may not be easy, I started using 3SLS as well as SUR
and I found some other problems in these as well, which were discussed
in statalist a few hours ago.
Could any one give some suggestions about either quaids (mentioned in
this post) or 3SLS/SUR for demand system estimation?
--
With Warm Regards,
Badri Narayanan G.,
Indira Gandhi Institute of Development Research,
Gen. Vaidya Marg, Goregaon (East),
Mumbai-400065
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