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>.

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

Documentation:

Reference manual: panelSUR.pdf

Downloads:

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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