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  • Seemingly Unrelated Regression -Hausman Taylor (SUR-HT)

    Hi Guys,

    I have some bilateral poultry export data and I am trying to see how some disease variables (ND &HPAI) and regional trade agreement (rta) affect trade. My data spans from 2013 to 2022 and includes 12 poultry products traded by over 100 exporting and importing countries. I have been using xthtaylor in Stata 16.1 to achieve my objective. I am also running my model for each and every poultry commodity seperately. Below is an example of my code:

    #xthtaylor log_value rta rta_nd ND rta_hpai HPAI contig comlang_off comlang_ethno colony comcol curcol col45 smctry landlocked America Asia Europe Pacific share OutYear covid ldistw lrpt_gdp lptn_gpd if commodity == 407, endog(share ND HPAI)#

    The above code is working perfectly well. Now I have been asked to run two more models: combined Hausman-Taylor and Seemingly Unrelated Regression -Hausman-Taylor (SUR-HT). I have been reading around but couldn't find any information on how to do that. I am kindly asking for any insights or link to materials that can be helpful to me.

    Thank you in advance,
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