Estimation and testing of fixed-effect panel-data systems

This paper describes how to specify, estimate, and test multipleequation, fixed-effect, panel-data equations in Stata. By specifying the system of equations as seemingly unrelated regressions, Stata panel-data procedures worked seamlessly for estimation and testing of individual variable coefficients, but additional routines using test were needed for testing of individual equations and differences between equations. Copyright 2005 by StataCorp LP.

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Year of publication:	2005
Authors:	J. Lloyd Blackwell, III
Published in:	Stata Journal. - StataCorp LP. - Vol. 5.2005, 2, p. 202-207
Publisher:	StataCorp LP
Subject:	panel data \| fixed effect \| multiple equations \| seemingly unrelated regressions \| heteroskedasticity \| autocorrelation \| contemporaneous correlation \| tests of linear combinations

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005748320