SUR.RPF—Estimation of SUR (Seemingly Unrelated Regressions)

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

SUR.RPF—Estimation of SUR (Seemingly Unrelated Regressions)

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SUR.RPF is an example of (linear) systems estimation. It computes joint GLS estimates for a two company subset for Grunfeld’s investment equations.

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