Estimating a SUR with quarterley data.

[wlai4]

Hi,

Im working with about 12 years of quarterley data. I would like to work out a long run trend based on the 12 years of data.

I would also like to work out 4 seperate regression models each one based on a specific quarter so that i can stack the 4 regression and do an SUR.

Is there a way of doing this in eviews to seperate out the individual quarters?

thanks

[EViews Gareth]

Just create four different system objects, and estimate each with different samples. Something like:

Code: Select all

if @quarter=1

for the first, and

Code: Select all

if @quarter=2

for the second, etc...