Estimation and testing of fixed-effect panel-data systems

J. Lloyd Blackwell, III
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J. Lloyd Blackwell, III: Department of Economics, University of North Dakota

Stata Journal, 2005, vol. 5, issue 2, 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
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Citations: View citations in EconPapers (24)

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