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st: SUR with fixed effect estimator
From
"Emanuela Giacomini" <[email protected]>
To
"[email protected]" <'[email protected]'>
Subject
st: SUR with fixed effect estimator
Date
Thu, 21 Jul 2011 20:42:28 -0400
Hi,
Does anyone know whether there is a command in STATA to run a fixed
effect estimation of seemingly-unrelated regressions (SUR) in an
unbalanced panel dataset?
I tried with xtgls and xtpcse but they work only with balanced panel.
Any suggestions?
Thank you a lot,
Emanuela
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