I'm estimating a model with cross-section SUR and would like to obtain an estimate of the correlations across cross-sections and ideally be able to assess their significance. How should I proceed? Or should I find this in the default output?
Thanks for any advice.
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- Wed Jun 02, 2010 7:28 am
- Forum: Estimation
- Topic: Contemporaneous correlation in cross-section SUR
- Replies: 1
- Views: 3423