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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>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | MASS, formula.tools, plm, matlib, fastmatrix |
| Published: | 2024-03-08 |
| DOI: | 10.32614/CRAN.package.panelSUR |
| Author: | Laura Barbieri [aut, cre], Silvia Platoni [aut] |
| Maintainer: | Laura Barbieri <laura.barbieri at unicatt.it> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| CRAN checks: | panelSUR results |
| Reference manual: | panelSUR.pdf |
| Package source: | panelSUR_0.1.0.tar.gz |
| Windows binaries: | r-devel: panelSUR_0.1.0.zip, r-release: panelSUR_0.1.0.zip, r-oldrel: panelSUR_0.1.0.zip |
| macOS binaries: | r-release (arm64): panelSUR_0.1.0.tgz, r-oldrel (arm64): panelSUR_0.1.0.tgz, r-release (x86_64): panelSUR_0.1.0.tgz, r-oldrel (x86_64): panelSUR_0.1.0.tgz |
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