Sur estimation in panel

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compileandrun
Posts: 1
Joined: Sun Feb 24, 2013 3:15 am

Sur estimation in panel

Postby compileandrun » Sun Feb 24, 2013 3:23 am

hi all this is my first post, so sorry if I have a bad attitude.
I'd like to use SUR estimation for my panel data.
But I don't use a panel setting, because I don't know how to use SUR in the panel setting. Instead, I created my regressors separately for each cross section and wrote one equation for each cross-section, and ran with SUR. Is there something wrong with it?

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