English, Article edition: XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data Minh Cong Nguyen

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Bookmark: http://trove.nla.gov.au/version/102366
Physical Description
  • code
Language
  • English

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Title
  • XTSUR: Stata module to estimate seemingly unrelated regression model on unbalanced panel data
Author
  • Minh Cong Nguyen
Physical Description
  • code
Notes
  • xtsur fits a many-equation seemingly-unrelated regression (SUR) model of the y1 variable on the x1 variables and the y2 variable on the x1 or x2 variables and etc..., using random effect estimators in the context of unbalanced panel data. The approach for this command is based on constructing a stepwise algorithm using Generalized Least Squares (GLS) and the Maximum Likelihood (ML) procedures. The method is originally developed by Erik Biorn (Journal of Econometrics, 2004).
  • random effects, unbalanced panel, seemingly unrelated regression
  • RePEc:boc:bocode:s456953
Language
  • English
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