Usage Note 24477: Can PROC TSCSREG estimate simultaneous equations with panel data?
PROC TSCSREG in SAS/ETS software and PROC MIXED in SAS/STAT software can be used to fit a single-equation, panel data model. PROC MODEL and PROC SYSLIN in SAS/ETS software offer simultaneous equation modeling, but they are not designed for panel data. Currently, SAS does not offer a procedure that is designed specifically for simultaneous equation modeling of panel data.
Operating System and Release Information
| SAS System | SAS/STAT | All | n/a | |
| SAS System | SAS/ETS | All | n/a | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Usage Note |
| Priority: | low |
| Topic: | SAS Reference ==> Procedures ==> MIXED
SAS Reference ==> Procedures ==> SYSLIN
Analytics ==> Econometrics
Analytics ==> Regression
Analytics ==> Structural Equations
SAS Reference ==> Procedures ==> MODEL
Analytics ==> Time Series Analysis
Analytics ==> Forecasting
SAS Reference ==> Procedures ==> TSCSREG
Analytics ==> Simulation
|
| Date Modified: | 2006-01-18 09:06:18 |
| Date Created: | 2006-01-17 13:30:34 |
