SUR estimation for panel instead of pool
Posted: Sun Apr 10, 2016 5:25 am
Hi,
I am dealing with panel data in a panel workfile (EViews8) and I want to do a SUR estimation with a separate equation for each country. So far, I could only find instructions on SUR-estimations for pooled data. How can I do a SUR estimation on panel data? Or how can I convert my panel workfile into a pooled workfile?
I am dealing with panel data in a panel workfile (EViews8) and I want to do a SUR estimation with a separate equation for each country. So far, I could only find instructions on SUR-estimations for pooled data. How can I do a SUR estimation on panel data? Or how can I convert my panel workfile into a pooled workfile?