Hi there. I am trying to run a SUR and have an unbalanced panel data
set. I've been referring to Baum's Introduction to Modern Econometrics
and it states that the model could be fitted with an unbalanced panel.
I've tried using the SUREG command, but it defaults to using the least
number of observations on all of the groups. I'd like to be able to
exploit the extra observations I have for one of the groups. Does anyone
know how to do this? Any help would be very much appreciated. Thanks!
Conny
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