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st: Seemingly unrelated regression for panel data


From   Wen Wang <[email protected]>
To   [email protected]
Subject   st: Seemingly unrelated regression for panel data
Date   Thu, 24 Feb 2011 11:46:10 +0800

Dear friends,

We are trying to estimate seemingly unrelated regression on a panel
dataset. We found that XTSUR is available on Stata. Is this procedure
credible and widely used or shall we just use the SUR procedure? Any
information will be highly appreciated.

Wen

Wen Wang
Assistant Professor
Department of Public and Social Administration
City University of Hong Kong
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