SUR with different sample
Posted: Tue Jan 16, 2018 5:40 am
Hi All,
I am using Eviews10. Beginner user. Learning how to use the Seemingly Unrelated Regression (SUR).
Is it possible have different sample within a system (SUR)?
Example:
y = c(1) + c(2)*x {sample 1}
y = c(3) + c(4)*x {sample 2}
The main purpose is to compare C(2) against C(4). i.e. C(2)-C(4)=0
Kind regards,
Chee
I am using Eviews10. Beginner user. Learning how to use the Seemingly Unrelated Regression (SUR).
Is it possible have different sample within a system (SUR)?
Example:
y = c(1) + c(2)*x {sample 1}
y = c(3) + c(4)*x {sample 2}
The main purpose is to compare C(2) against C(4). i.e. C(2)-C(4)=0
Kind regards,
Chee