seemingly unrelated regression (SUR)

[bayu_sutikno]

Dear, could you help me to give me a tutorial (steps working) about seemingly unrelated regression (SUR) in eviews ? I still confuse to apply its. thanks for your help and your kind.

[KrilleJ]

Select the series that you would like to include in your SUR-system. Then right-click and choose "Open > as System..."

Then you will get a dialog asking for regressors, instruments etc. When ready with your specification click OK and you system will be displayed.

Click "Proc > Estimate..."

Under estimation method choose "Seemingly Unrelated Regression" and click OK.

Done.

/Krille