Hi all,
I'm a first-year Ph.D. student in Economics. I'm looking at the effect of exchange rate depreciation on the per capita GDP in small open economies. I have 9 countries in the sample for 58 time periods.
Also, the study contains four equations; each for income, investment, human capital, and savings. The panel is a balanced panel. I want to run Seemingly Unrelated Equations for the data in my panel.
Could somebody please help me to run SUR by sharing the stata codes. I tried a few ways to estimate SUR but I'm not sure whether I'm correct.
Thanks a lot
Niluka
Dear Niluka,
It is very nice to get started econometic estimation with STATA, I have tried using sure for 3 equations e.g. eq.1 import demand (md), eq.2 domestic supply (qs) and last eq.3 domestic demand (dq). this is the example Stata code by applying SUR method:
. sureg (import: md = pd pm y) (supply: qd = pd y pp) (demand: qd = pd y)
I hope this will help you.
All best,
Helmi Noviar, Ph. D
Dear Helmi,
Thanks a lot. I will try these codes with my data.
Best
Niluka
In principle, I would try to use xtsur or to include manually the fixed effects...
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