Seemingly unrelated regressions (SURE)

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  • Опубліковано 15 січ 2025

КОМЕНТАРІ • 10

  • @mubinabduvaliev7433
    @mubinabduvaliev7433 Рік тому

    is it possible to use SUR model on Gretl?

    • @mronkko
      @mronkko  Рік тому +1

      I do not know what Gretl is so I cannot help you with that. More generally, I think SUR is outdated and probably should not be used at all.

    • @mubinabduvaliev7433
      @mubinabduvaliev7433 Рік тому

      @@mronkko if the results of SUR and OLS are similar?

    • @mronkko
      @mronkko  Рік тому +1

      @@mubinabduvaliev7433 Then you go with OLS because it is simpler. Note that for saturated models, OLS and SUR provide identical estimates and using SUR makes no sense what so ever.

    • @mubinabduvaliev7433
      @mubinabduvaliev7433 Рік тому

      @@mronkko thank you

  • @dinobrown5956
    @dinobrown5956 2 роки тому

    Do you have to test for unit root before running SURE model?

    • @mronkko
      @mronkko  2 роки тому +1

      I would not use SURE for time series data. It assumes independence of observation, which is very unlikely to be true in a time series.

  • @samsarie7186
    @samsarie7186 4 роки тому

    Pleaaaase I need how to use sur model on EVIEWS 😭

    • @samsarie7186
      @samsarie7186 4 роки тому

      @@mronkko Thank you very much for link and for answering me💕

    • @lianazlie
      @lianazlie 3 роки тому +1

      @@samsarie7186 i need to know too.. would you?