[Limdep Nlogit List] SUR system with restrictions and TSCS data in each equation
Patricia A. Duffy
duffypa at auburn.edu
Sat May 17 01:45:46 EST 2008
I am estimating a SUR system of four equations with cross-equation
restrictions.
Data for each of the four equations is time-series, cross-sectional data
(number of cross sectional units is 8, number of years is 15). There are
lagged dependent variables in each equation. (Coefficients on the lagged
dependent variables are not in the restrictions).
I am using LIMDEP 8. Help with the programming for this model, that takes
account of likely problems with autocorrelation and heteroskedasticity,
would be greatly appreciated.
Patricia Duffy
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