First, I would like to thank you all for this forum which has been really helpful. Now, I would like to ask my own question because I do not find any answer...
For my master thesis, I've to regress some bank profitability measures (4 different measures, so 4 dependant variables) on 7 explanatory variables such as the level of interest rates, volatility, and so on. My data runs from 1988 until 2009 for 6 different countries (thus 6x4 regressions).
My problem is that I have to make Cochrane-Orcutt correction and at the same time using SURE method. How can I compute that in Stata? I'm sorry because I'm not very familiar with Stata language.
I hope you will be able to help me,
thnak you in advance and all my apologizes if I made something wrong (i.e. missusing this forum).
Bruno
For my master thesis, I've to regress some bank profitability measures (4 different measures, so 4 dependant variables) on 7 explanatory variables such as the level of interest rates, volatility, and so on. My data runs from 1988 until 2009 for 6 different countries (thus 6x4 regressions).
My problem is that I have to make Cochrane-Orcutt correction and at the same time using SURE method. How can I compute that in Stata? I'm sorry because I'm not very familiar with Stata language.
I hope you will be able to help me,
thnak you in advance and all my apologizes if I made something wrong (i.e. missusing this forum).
Bruno
