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Re: st: 3sls-fe regression for panel data
From
Daniela A <[email protected]>
To
[email protected]
Subject
Re: st: 3sls-fe regression for panel data
Date
Mon, 31 Oct 2011 19:24:05 +0100
Dear Sami,
My mistake - I am sorry:
V1 enters the second equation and V2 enters the first equation - the correct is:
The system consists of two symultaneous equations.
The variables are:
First equation: dependent and endogenous variable is V1; explanatory
varibales are A, B, C, V2, E; fixed effect are: firm, year
Second equation: dependent and endogenous variable is V2; explanatory
varibales are A, B, C, V1, G; fixed effect are: firm, year
On Mon, Oct 31, 2011 at 7:00 PM, Sami Alameen <[email protected]> wrote:
> regarding the panel part there are many ways for
> single equation
>
> xtset firm year
> xtreg v1 a b d c e i.year, fe
>
> and so on
>
> for SUR
>
> sureg (v1 a b c d e f i.firm i.year) (v2 a b c f g i.firm i.year)
>
> Correction: the command for SUR model is _sureg_ not sur
>
> Good luck
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