Estimation and testing of fixed-effect panel-data systems

J. Lloyd Blackwell
Additional contact information
J. Lloyd Blackwell: Department of Economics, University of North Dakota

Stata Journal, 2005, vol. 5, issue 2, pages 202-207

Abstract: 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.

Keywords: panel data; fixed effect; multiple equations; seemingly unrelated regressions; heteroskedasticity; autocorrelation; contemporaneous correlation; tests of linear combinations (search for similar items in EconPapers)
Date: 2005
View citations in EconPapers

Downloads: (external link)
http://www.stata-journal.com/article.html?article=st0084
http://www.stata-journal.com/software/sj5-2/st0084/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:tsj:stataj:v:5:y:2005:i:2:p:202-207

Ordering information: This journal article can be ordered from
http://www.stata-journal.com/subscription.html

Access Statistics for this article

Stata Journal is edited by H. Joseph Newton and Nicholas J. Cox

More articles in Stata Journal from StataCorp LP
Series data maintained by Christopher F. Baum ().