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by wolf
Wed Jul 03, 2013 3:36 am
Forum: Estimation
Topic: system equations from different (sub)samples
Replies: 1
Views: 1642

system equations from different (sub)samples

I am looking to model a system of equations for different subsamples, e.g. R=c(0)+c(1)*var1+c(2)*var2+u1 in year 1 R=c(3)+c(4)*var1+c(5)*var2+u2 in year 2 etc. etc. for years 3-9 and test/impose interequation restrictions on the values of the coefficients; is there anyway this can be done in a syste...

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