Sur estimation in panel
Posted: Sun Feb 24, 2013 3:23 am
hi all this is my first post, so sorry if I have a bad attitude.
I'd like to use SUR estimation for my panel data.
But I don't use a panel setting, because I don't know how to use SUR in the panel setting. Instead, I created my regressors separately for each cross section and wrote one equation for each cross-section, and ran with SUR. Is there something wrong with it?
I'd like to use SUR estimation for my panel data.
But I don't use a panel setting, because I don't know how to use SUR in the panel setting. Instead, I created my regressors separately for each cross section and wrote one equation for each cross-section, and ran with SUR. Is there something wrong with it?