seemingly unrelated regression (SUR)
Posted: Fri Dec 09, 2016 4:52 am
by 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.
Re: seemingly unrelated regression (SUR)
Posted: Mon Dec 19, 2016 5:51 am
by 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