Estimation and testing of fixed-effect panel-data systems

This paper describes how to specify, estimate, and test multiple-equation, 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.


Issue Date:
2005
Publication Type:
Journal Article
DOI and Other Identifiers:
st0084 (Other)
PURL Identifier:
http://purl.umn.edu/117512
Published in:
Stata Journal, Volume 05, Number 2
Page range:
202-207
Total Pages:
6

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 Record created 2017-04-01, last modified 2017-04-27

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