r-panelSUR

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>.