Hi All,
I am trying to estimate system of demand equations using seemingly unrelated regression (SUR) command. However, I want to use the boxcox command together with sur command.
At the moment, I first boxcox tranformed the equations and then estimated sur model with new boxcox transformed variables. I would like to know if any one can help me with combining these two steps and estimate SUR with boxcox transformation.
Many thanks for your time.
I am trying to estimate system of demand equations using seemingly unrelated regression (SUR) command. However, I want to use the boxcox command together with sur command.
At the moment, I first boxcox tranformed the equations and then estimated sur model with new boxcox transformed variables. I would like to know if any one can help me with combining these two steps and estimate SUR with boxcox transformation.
Many thanks for your time.
