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panelSUR: Two-Way Error Component SUR Systems Estimation on Unbalanced Panel Data
Generalized Least Squares (GLS) estimation of Seemingly Unrelated Regression (SUR) systems on unbalanced panel in the one/two-way cases also taking into account the possibility of cross equation restrictions. Methodological details can be found in Biørn (2004) <doi:10.1016/j.jeconom.2003.10.023> and Platoni, Sckokai, Moro (2012) <doi:10.1080/07474938.2011.607098>.
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Package details |
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| Author | Laura Barbieri [aut, cre], Silvia Platoni [aut] |
| Maintainer | Laura Barbieri <laura.barbieri@unicatt.it> |
| License | GPL (>= 3) |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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