how to run SUR model in eviews 9.5

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drewesparon
Posts: 23
Joined: Thu Nov 12, 2015 12:11 pm

how to run SUR model in eviews 9.5

Postby drewesparon » Tue May 31, 2016 12:45 pm

I am currently using panel data, doing a cross country regression, to find the the effect on IMF compliance with conditionality on economic growth for 44 countries. The data has 5, 5 year periods. my variables are as follows

dependent: Real GDP per capita growth rate (RGDPPCG)
Independent: log inital GDP (LNIGDP), gross capital formation (GKF), Goverment consumption (GGFCE), life expectantcy at birth (LNLEAB), fertility rate (LNFR), IMF credits (IMF_CREDITS), compliance with conditionality (CWC)

I want to specify the system with five equations, where the dependent variables are the GDP per capita growth rate over each five year period. Each equation should have a different constant term and other coefficients restricted to be the same for all periods.

How can i run this regression model in eviews?
thanks

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: how to run SUR model in eviews 9.5

Postby startz » Tue May 31, 2016 1:27 pm

Have you read the material in the online Help?

drewesparon
Posts: 23
Joined: Thu Nov 12, 2015 12:11 pm

Re: how to run SUR model in eviews 9.5

Postby drewesparon » Tue May 31, 2016 1:38 pm

Yes i have but i still cant find a clear explanation

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: how to run SUR model in eviews 9.5

Postby startz » Tue May 31, 2016 1:42 pm


drewesparon
Posts: 23
Joined: Thu Nov 12, 2015 12:11 pm

Re: how to run SUR model in eviews 9.5

Postby drewesparon » Tue May 31, 2016 2:53 pm

Thanks


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