Seemingly unrelated regressions in stata forex


A single model may contain a number of linear equations. seemlngly In such a model it isoften unrealisticto expect that the equation errors would be uncorrelated. A set of equations thathas contemporaneous cross-equation error correlation (i.e. the error terms inthe regression equations are corrlated) is called a seemingly unrelatedregression (SUR) system. The Stata command sureg runs a seemingly unrelated regression (SUR).

That is a regression in which two (or more)unrelated outcome variables are predicted by sets of predictor variables. These predictorvariables may or may not be the same for the two outcomes. If the set of predictor variablesis identical across the two outcomes, the results from sureg will be identical to th.




Stata in forex seemingly regressions unrelated

Seemingly unrelated regressions in stata forex