Data/hora: 01/06/2024 10:37:42

Provedor de dados: | 31
País: | United States
Título: | Estimation and testing of fixed-effect panel-data systems
Autores: | Blackwell,   J. Lloyd, III.
Data: | 2011-11-04
Ano: | 2005
Palavras-chave: | Panel data; Fixed effect; Multiple equations; Seemingly unrelated regressions; Heteroskedasticity; Autocorrelation; Contemporaneous correlation; Tests of linear combinations; Research Methods/ Statistical Methods.
Resumo: | 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.
Tipo: | Journal Article
Idioma: | Inglês

Identificador:

st0084

http://purl.umn.edu/117512

Relação: | Stata Journal&gt;Volume 5, Number 2, 2nd Quarter 2005
Formato: | 6