Overview: The TSCSREG Procedure

The TSCSREG (time series cross section regression) procedure analyzes a class of linear econometric models that commonly arise when time series and cross-sectional data are combined. The TSCSREG procedure deals with panel data sets that consist of time series observations on each of several cross-sectional units.

The TSCSREG procedure is very similar to the PANEL procedure; for full description, syntax details, models, and estimation methods, see Chapter 19, The PANEL Procedure. The TSCSREG procedure is no longer being updated, and it shares the code base with the PANEL procedure.