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st: FGLS
From
Michael Musyoka <[email protected]>
To
[email protected]
Subject
st: FGLS
Date
Sun, 19 Jun 2011 11:49:25 -0700 (PDT)
Hi all,
When I run a LA/AIDS with the SUREG command in stata without specifying ISURE,
is the covariance matrix of the two step estimates
heteroskedasticity-consistent in line with the two-step approach of Shonkwiler
and Yen (1999) and Su and Yen, (2000) in accounting for zero budget shares in
demand analysis. Simply is it a True FGLS?
Kindly
Philliph Michael
PhD-Student
Uni Giessen-Germany
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