SUR with unbalanced data

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Golly
Posts: 1
Joined: Fri Jun 26, 2009 8:59 am

SUR with unbalanced data

Postby Golly » Fri Jun 26, 2009 9:26 am

Dear all,

I'm trying to figure out how EViews can deal with unbalanced data.

In a SUR system with identical regressors and missing data, does EViews use only the overlapping data as the standard estimator does?
Or is it able to provide estimators that take into account the additional observations like the Hocking Smith estimator?

I'm afraid that this won't work without programming, which wouldn't be good news to me as I'm new to EViews.

Thanks in advance for your help!
Golly

Skyinthesea
Posts: 2
Joined: Wed Jul 15, 2009 8:49 pm

Re: SUR with unbalanced data

Postby Skyinthesea » Wed Jul 15, 2009 9:00 pm

I also want to know how eviews deals with unbalanced data in 3SLS,SUR with unbalanced data is clear to me(I guess),it's same as OLS and TSLS with unbalanced data, but in a manner analogous to the SUR estimator,in 3SLS I got wrong result! Anybody can help me?


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