The TSCSREG Procedure

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 ChapterĀ 20: The PANEL Procedure. The TSCSREG procedure is no longer being updated, and it shares the code base with the PANEL procedure.

The original TSCSREG procedure was developed by Douglas J. Drummond and A. Ronald Gallant, and contributed to the Version 5 SUGI Supplemental Library in 1979. The original code was changed substantially over the years. Additional new methods as well as other new features are currently included in the PANEL PROCEDURE. SAS Institute would like to thank Dr. Drummond and Dr. Gallant for their contribution of the original version of the TSCSREG procedure.