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- Wed Sep 26, 2012 3:47 pm
- Forum: Estimation
- Topic: Seemingly Unrelated Regressions and robust covariance matrix
- Replies: 23
- Views: 14745
I guess I need to be a bit clearer on what you want (and what I mean :)). The seemingly unrelated refers to the fact that you have a set of equations with no apparent cross-equation restrictions, but with non-zero off-diagonals. For the purposes of this discussion there are couple of ways to procee...