Zellner Seemingly Unrelated Regression for equations of a model
[model2,rsur]=surmod(model,tsmat,indeq,arg1,...,argn)
* model = a model tlist
* tsmat = a tsmat containing all data needed for estimating the equation (should be the tsmat associated to the model, created by function create_dbmod)
* indeq =
- a string, the name of the equation to estimate or the keyword 'all' (to estimate all equations)
- or an integer, the index of the equation in the model
* arg1,...,argn = optional arguments:
- 'noprint' if the user does not want to print the result (default: results are displayed on screen)
- 'save=%t' if the user wants to save the estimated coefficients in the model tlist
- the string 'maxit=xx' if the user wants to set the maximum # of iterations to xx (default=100)
- the string 'tol=xx' if the user wants to set the convergence criterion to xx (default=sqrt(%eps))
* model2: the input model tlist, updated with the estimated coefficients of the equations given in argument grocer_indeq if the user has entered the option 'save=%t'
* rsur = a results tlists, collecting the results of the corresponding estimated equations
global GROCERDIR; // load the model small: load(GROCERDIR+'data\small.dat') // load the database small_db: load(GROCERDIR+'data\small_db.dat') bounds('1990q1','2005q4'); // estimate by SUR method the equations of consumption and investment of the small model [small,rsur]=surmod(small,small_db,['td_p3m_d1';'td_p51m_d1'],'save=%t') |  |  |