st: SUREG by year

["Martinez San Roman, Valeriano" <valeriano.martinez@unican.es>]

Dear all,

I want to run a SUR regression for a system of equations. I have the same equation for different years and I want equal coefficients for all regressors except for the incercept that will be year-specific.

I have a panel dataset, do I have to rename Y and X´s for each year differently in order to run SUR? What is the correct syntax for the model and the "constancy restriction"?

Any comment will be highly appreciated. Thank you very much,

Valeriano.



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