panelSUR: panelSUR package: EC SUR system models estimation on...
In panelSUR: Two-Way Error Component SUR Systems Estimation on Unbalanced Panel Data
panelSUR R Documentation
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.
panelSUR documentation built on May 29, 2024, 2:01 a.m.
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| panelSUR | R Documentation |
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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