请问牛人：面板数据的联立方程估计在STATA中如何实现

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不用2阶段最小二乘法，有什么好的方法可以估计，在STATA中如何实现，谢谢牛人！

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关键词：Stata 如何实现 面板数据 联立方程 tata 数据 方程 面板 Stata

同问，谢谢：）

这个问题好像没有人回答，真的不知道怎么办好呀

The Stata Journal (2005)
5, Number 2, pp. 202–207

Estimation and testing of fixed-effect
panel-data systems

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

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.
Keywords: st0084, panel data, fixed effect, multiple equations, seemingly unrelated
regressions, heteroskedasticity, autocorrelation, contemporaneous correlation, tests
of linear combinations

eblog  金币 +2  金钱 +30  魅力 +15  经验 +20  奖励 2008-8-28 14:55:34

听人说好像可以用xtivreg2，但是没有找到相关文档

以下是引用arlionn在2008-8-28 14:54:00的发言：

The Stata Journal (2005)
5, Number 2, pp. 202–207

Estimation and testing of fixed-effect
panel-data systems

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

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.
Keywords: st0084, panel data, fixed effect, multiple equations, seemingly unrelated
regressions, heteroskedasticity, autocorrelation, contemporaneous correlation, tests
of linear combinations

stata journal 这里有

https://bbs.pinggu.org/thread-188730-1-1.html

谢谢版主和 Arlion的解答，我已经下载了那篇论文：）

好东西。学习一下。

5# njuyy

我下载了文档，但不知道怎么用。。。。。。

xtsur.......