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panelSUR (version 0.1.0)

Two-Way Error Component SUR Systems Estimation on Unbalanced Panel Data

Description

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) and Platoni, Sckokai, Moro (2012) .

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Version

Install

install.packages('panelSUR')

Monthly Downloads

126

Version

0.1.0

License

GPL (>= 3)

Maintainer

Laura Barbieri

Last Published

March 8th, 2024

Functions in panelSUR (0.1.0)

prepareData

Prepare data for use
panelSUR

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

Obtain preliminary system equation estimates
SURdata

Simulated data for a simultaneous equation system
obtainSigmas

Compute errors' variance-covariance matrices
system

Build and solve system for beta coefficient estimates
SURest

EC SUR System Models Estimation on (Unbalanced) Panel Data
postEstimation

Compute post-estimation indicators
printSUR

Print summary of estimated equation system