http://www.unibs.it/on-line/dss/Home/Ricerca/Paperdeldipartimento/documento1
233.html
hope it helps,
Carlo
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
[email protected]
Sent: 12 January 2009 11:20
To: [email protected]
Subject: st: Parks-Kmenta for system of equations
Dear All,
I'm trying to estimate a system of engel curves, for few selected
consumption categories, using an aggregated time-series cross-section data
set.
The dataset includes 15 countries observed over a time period that goes from
1980 to 2005 (although some years for some countries are missed so it is an
unbalanced dataset).
The model presents both serial correlation and correlation across equations
and to correct for that I would like to use the the Parks-Kmenta method for
AR(1) error term, in a SUREG framework.
Is there a built-in estimator doing that in STATA? I have read that the
Parks-Kmenta method, with a specific option for sureg, is in stata but
couldn't find it.
Any help would be very appreciated.
Best,
Ignazio
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
