panelSUR {panelSUR}

panelSUR package: EC SUR system models estimation on (unbalanced) panel data

Description

Allows to estimate one-way and two-way error component SUR systems on unbalanced panel by GLS estimator with or without cross-equation restrictions.

Details

Package:	panelSUR
Type:	Package
Version:	0.1.0
Date:	2024-03-03

References

Biørn E (2004). Regression Systems for Unbalanced Panel Data: a Stepwise Maximum Likelihood Procedure. Journal of Econometrics, 122(2), 181-291.

Platoni S, Barbieri L, Moro D, Sckokai P (2020). Heteroscedastic Stratified Two-way EC Models of Single Equations and SUR Systems. Econometrics and Statistics, 15, 46-66.

Platoni S, Sckokai P, Moro D, (2012a). “A Note on Two-way ECM Estimation of SUR Systems on Unbalanced Panel Data. Econometric Reviews, 31(2), 119–141.