Usage Note 24477: Can PROC TSCSREG estimate simultaneous equations with panel data?
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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
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS/STAT | All | n/a | |
| SAS System | SAS/ETS | All | n/a | |
| 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 |