panelSUR: Two-way EC Model Estimation of SUR System on Unbalanced Panel Data in R

Many statistical analyses (e.g., in econometrics) are based on seemingly unrelated regression (SUR) model on unbalanced panel data. The panelSUR package provides the possibility to estimate this kind of models within the R programming environment. This package can be used for the Generalized Least Squares (GLS) estimation of SUR systems on unbalanced panel in the “one-way case”, where only the individual-specific effects are considered as well as in the “two-way case”, where both the individual-specific and the time-specific effects are taken into account. Furthermore, the panelSUR package allows to take into account the possibility of cross-equation restrictions.