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st: Correlation in SUR


From   "A.Silva-Montes" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Correlation in SUR
Date   Sun, 29 May 2011 23:25:32 +0100

Dear Stata Friends,

I want to run two separate SUR models:

1. SUR model with AR(1) terms
2. SUR model imposing a correlation matrix in the error terms (across equations)

Could you please give any advice?, thanks, 
Andres
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