I am dealing with panel data in a panel workfile (EViews8) and I want to do a SUR estimation with a separate equation for each country. So far, I could only find instructions on SUR-estimations for pooled data. How can I do a SUR estimation on panel data? Or how can I convert my panel workfile into a pooled workfile?
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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